Abstract
This paper compares solutions to the problem of optimal control under scale of inputs that range from impulses of higher order to differentiable functions with that of guaranteed state estimation under unknown but bounded inputs taken within the same range. Indicated is a similarity between duality of these problems in the systems sense and in the sense of mathematical programming.
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Notes
- 1.
The present paper deals with open-loop control. The problem of closed-loop impulse control that depends on information of type (iv) is the topic of paper (Kurzhanski and Daryin 2008).
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Kurzhanski, A.B. (2018). On the Generalized Duality Principle for State-Constrained Control and State Estimation Under Impulsive Inputs. In: Feichtinger, G., Kovacevic, R., Tragler, G. (eds) Control Systems and Mathematical Methods in Economics. Lecture Notes in Economics and Mathematical Systems, vol 687. Springer, Cham. https://doi.org/10.1007/978-3-319-75169-6_7
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