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kalman filtering

Deterministic Kalman Filtering on Semi-infinite Interval

Published: 2011/10/28
  • Leonid Faybusovich
  • Thanasak Mouktonglang
  • Categories Control Applications Tags kalman filtering, linear-quadratic control

    We relate a deterministic Kalman filter on semi-infinite interval to linear-quadratic tracking control model with unfixed initial condition Citation Technical report, University of Notre Dame, October, 2011 Article Download View Deterministic Kalman Filtering on Semi-infinite Interval

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    alternating direction method of multipliers approximation algorithms augmented lagrangian method bilevel optimization Branch-and-Bound branch-and-cut chance constraints column generation combinatorial optimization complexity compressed sensing conic optimization convex optimization cutting planes decomposition derivative-free optimization distributionally robust optimization duality dynamic programming first-order methods global convergence global optimization heuristics integer programming interior point methods large-scale optimization linear programming machine learning mixed-integer linear programming mixed-integer nonlinear programming mixed-integer programming nonconvex optimization nonlinear optimization nonlinear programming nonsmooth optimization optimal control optimization proximal point algorithm quadratic programming robust optimization semidefinite programming stochastic optimization stochastic programming trust-region methods unconstrained optimization

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