BIMSA > Seminar on Control Theory and Nonlinear Filtering The Duality Between Optimal Control and Estimation
The Duality Between Optimal Control and Estimation
Organizer
Shing Toung Yau
Speaker
Zeju Sun
Time
Thursday, May 30, 2024 4:00 PM - 5:00 PM
Venue
理科楼A-230
Abstract
Since the Kalman duality between linear Gaussian filtering and linear quadratic Gaussian optimal control problem was established, many attempts have been made to extend this duality to general nonlinear problems. In this talk, we will review several formulations of the dual optimal control problem of nonlinear filtering, and discuss the potential of applying optimal control algorithms into solving nonlinear filtering problems.