Inverse Optimal Control and Inverse Optimal Filtering
邀请人：孙继涛
发布时间：2023-12-15浏览次数：8

题目：Inverse Optimal Control and Inverse Optimal Filtering

报告人：Prof. Hu Xiaoming (KTH Royal Institute of Technology)

地点：致远楼101室

时间：2023年12月18日 13：45-15:30

摘要：In this talk we discuss first the inverse optimal control problem over finite time horizon, in particular for the case where only the output measurements are available. By considering the inverse problem as an identification problem, in the talk we show that its model structure is strictly globally identifiable under the assumption of system invertibility. Since linear optimal filtering is dual to linear quadratic regulator, we then discuss how to solve the inverse filtering problem using a duality- based approach.
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