## Combined optimum control and estimation theory |

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### Contents

Fig 11 Combined Control and Estimation 3 | xiii |

B Control Equation | 10 |

Fig II2 Optimal Estimation | 16 |

8 other sections not shown

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### Common terms and phrases

a)pk Appendix Bayes's rule 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 feedback control Feldbaum's Furthermore gain information Gaussian given formulation GkXk/k hence identical III-l independent of uk Kalman filter loss function matrices measurement equation measurement system minimum cost nonlinear optimal control problem optimal estimator optimal policy optimal system optimum output parameters plant possible priori information priori uncertainty probability vector quadratic recursion relation 2-17 reduces Stanford Research Institute steady-state stochastic optimal suboptimal control suboptimal estimator substituted sufficient statistic system performance Table V-l tion updating the conditional variables variance vector yields zero