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Duality of linear fixed-point smoothing and fixed-time control

 

作者: KAJATK. SAHA,  

 

期刊: International Journal of Systems Science  (Taylor Available online 1976)
卷期: Volume 7, issue 8  

页码: 863-877

 

ISSN:0020-7721

 

年代: 1976

 

DOI:10.1080/00207727608941971

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

This paper considers the duality of linear fixed-point smoothing and fixed-time quadratic regulator problems in which the quadratic cost functional is positive definite with respect to control. It is further shown that the dual of the fixed-point smoothing algorithms in coloured measurement noise is the fixed-time regulator in which the quadratic cost functional is restricted to be non-negative definite.

 

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