Towards a unified theory of constrained control and estimation

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The project will investigate the implications of duality and other connections between constrained control and estimation. We believe that the research will result in a richer understanding of these problems. In particular, we envisage an impact in at least four areas: (i) Computational issues, i.e., development of more efficient algorithms for constrained problems. (ii) Geometry of constrained problems, by extending recent results pertaining to constrained control to estimation problems. (iii) Problems with mixed constraints, for example, interval and finite set constraints. (iv) Fundamental limitations imposed by constraints to filtering and control problems.