Estimation Analogies in Control
本文探讨了最小二乘估计与二次开环最优控制之间的代数与直觉上的对偶性，揭示了估计结果在控制中的类比，如相关度量、显著性检验、分布滞后和多重共线性问题，并展示了控制文献如何提供处理不等式约束和基于卡尔曼滤波的递归估计方法。
Abstract Least squares estimation and quadratic openloop optimal control share both algebra and intuition; this paper explores the duality to develop the parallels in each. Estimation results suggest control analogs to correlation measures, significance tests, distributed lags and problems of multicollinearity, tests of compatability between restrictions and data, and a version of the Kalman filter that is sometimes computationally expedient. Conversely, the control literature provides methods of incorporating certain types of inequality restrictions and a development of recursive estimation based on the Kalman filter. A by-product is a method of solving control problems using least squares computer programs.