## Combined optimum control and estimation theory |

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### Contents

SUMMARY | 1 |

Fig I1 Combined Control and Estimation | 3 |

B Control Equation | 10 |

9 other sections not shown

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### Common terms and phrases

a)pk Akxk/k Appendix approximations BkGk Bkuk calculate the performance combined optimal control combined optimization problem Combined optimization theory combined problem computation conditional expectation conditional mean conditional probability density conditional probability distribution consider control and estimation control equation control system controller estimator cost due covariance curse of dimensionality defined disturbance dual control estimation equation example exist expected entropy fcKfc feedback control Feldbaum Furthermore gain information Gaussian given formulation hence identical Kalman filter loss function matrices measurement system nonlinear optimal control problem optimal estimator optimal policy optimal system optimum output parameters pfc+1 plant present measurements priori information priori uncertainty probability vector quadratic recursion relation 2-17 reduces Stanford Research Institute steady-state stochastic suboptimal control suboptimal estimator sufficient statistic system performance table V-l tion updating the conditional variables variance vector zero