Duality between the discrete-time Kalman filter and LQ control law

Perry A. Blackmore, Robert R. Bitmead. Duality between the discrete-time Kalman filter and LQ control law. IEEE Trans. Automat. Contr., 40(8):1442-1444, 1995. [doi]

Authors

Perry A. Blackmore

This author has not been identified. Look up 'Perry A. Blackmore' in Google

Robert R. Bitmead

This author has not been identified. Look up 'Robert R. Bitmead' in Google