A dual pair of optimization-based formulations for estimation and control

Date

2015-01-01

Author

Tuna, Sezai Emre

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A finite-horizon optimal estimation problem for discrete-time linear systems is formulated and solved. The formulation is a natural extension of that which yields a deadbeat observer. The resultant observer is the dual of the controller produced by the finite-horizon minimum energy control problem with terminal equality constraint. Nonlinear extensions of this dual pair are also considered and sufficient conditions are provided for stability and convergence.

Subject Keywords

Duality, Deadbeat control, Deadbeat observer, Moving horizon estimation, Receding horizon control

URI

https://hdl.handle.net/11511/40520

Collections

Department of Electrical and Electronics Engineering, Article