The Duality Between Optimal Control and Estimation
组织者
演讲者
孙泽钜
时间
2024年05月30日 16:00 至 17:00
地点
理科楼A-230
摘要
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.