{"id":"https://openalex.org/W4377715605","doi":"https://doi.org/10.1109/tac.2023.3279208","title":"Duality for Nonlinear Filtering II: Optimal Control","display_name":"Duality for Nonlinear Filtering II: Optimal Control","publication_year":2023,"publication_date":"2023-05-23","ids":{"openalex":"https://openalex.org/W4377715605","doi":"https://doi.org/10.1109/tac.2023.3279208"},"language":"en","primary_location":{"id":"doi:10.1109/tac.2023.3279208","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tac.2023.3279208","pdf_url":null,"source":{"id":"https://openalex.org/S184954342","display_name":"IEEE Transactions on Automatic Control","issn_l":"0018-9286","issn":["0018-9286","1558-2523","2334-3303"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Automatic Control","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5100652721","display_name":"Jin Won Kim","orcid":"https://orcid.org/0000-0001-5731-6223"},"institutions":[{"id":"https://openalex.org/I157725225","display_name":"University of Illinois Urbana-Champaign","ror":"https://ror.org/047426m28","country_code":"US","type":"education","lineage":["https://openalex.org/I157725225"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Jin Won Kim","raw_affiliation_strings":["University of Illinois at Urbana-Champaign, Champaign, IL, USA"],"affiliations":[{"raw_affiliation_string":"University of Illinois at Urbana-Champaign, Champaign, IL, USA","institution_ids":["https://openalex.org/I157725225"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5081314418","display_name":"Prashant G. Mehta","orcid":"https://orcid.org/0000-0003-1265-7942"},"institutions":[{"id":"https://openalex.org/I157725225","display_name":"University of Illinois Urbana-Champaign","ror":"https://ror.org/047426m28","country_code":"US","type":"education","lineage":["https://openalex.org/I157725225"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Prashant G. Mehta","raw_affiliation_strings":["Coordinated Science Laboratory and the Department of Mechanical Science and Engineering, University of Illinois at Urbana-Champaign, Urbana, IL, USA"],"affiliations":[{"raw_affiliation_string":"Coordinated Science Laboratory and the Department of Mechanical Science and Engineering, University of Illinois at Urbana-Champaign, Urbana, IL, USA","institution_ids":["https://openalex.org/I157725225"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5100652721"],"corresponding_institution_ids":["https://openalex.org/I157725225"],"apc_list":null,"apc_paid":null,"fwci":1.9231,"has_fulltext":false,"cited_by_count":11,"citation_normalized_percentile":{"value":0.88453835,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":96,"max":98},"biblio":{"volume":"69","issue":"2","first_page":"712","last_page":"725"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10711","display_name":"Target Tracking and Data Fusion in Sensor Networks","score":0.8827000260353088,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10711","display_name":"Target Tracking and Data Fusion in Sensor Networks","score":0.8827000260353088,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.8514000177383423,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11405","display_name":"Geophysics and Gravity Measurements","score":0.7599999904632568,"subfield":{"id":"https://openalex.org/subfields/1910","display_name":"Oceanography"},"field":{"id":"https://openalex.org/fields/19","display_name":"Earth and Planetary Sciences"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/duality","display_name":"Duality (order theory)","score":0.8486181497573853},{"id":"https://openalex.org/keywords/optimal-control","display_name":"Optimal control","score":0.752727746963501},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6844496130943298},{"id":"https://openalex.org/keywords/stochastic-control","display_name":"Stochastic control","score":0.6132091879844666},{"id":"https://openalex.org/keywords/nonlinear-system","display_name":"Nonlinear system","score":0.567221999168396},{"id":"https://openalex.org/keywords/stochastic-differential-equation","display_name":"Stochastic differential equation","score":0.5523812770843506},{"id":"https://openalex.org/keywords/linear-quadratic-gaussian-control","display_name":"Linear-quadratic-Gaussian control","score":0.5012130737304688},{"id":"https://openalex.org/keywords/nonlinear-filter","display_name":"Nonlinear filter","score":0.4846401810646057},{"id":"https://openalex.org/keywords/dual","display_name":"Dual (grammatical number)","score":0.4674426317214966},{"id":"https://openalex.org/keywords/calculus-of-variations","display_name":"Calculus of variations","score":0.4657049775123596},{"id":"https://openalex.org/keywords/kalman-filter","display_name":"Kalman filter","score":0.46212339401245117},{"id":"https://openalex.org/keywords/strong-duality","display_name":"Strong duality","score":0.4597509205341339},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.44661280512809753},{"id":"https://openalex.org/keywords/duality-gap","display_name":"Duality gap","score":0.4396141469478607},{"id":"https://openalex.org/keywords/constraint","display_name":"Constraint (computer-aided design)","score":0.42117932438850403},{"id":"https://openalex.org/keywords/perturbation-function","display_name":"Perturbation function","score":0.41472336649894714},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.41093218326568604},{"id":"https://openalex.org/keywords/filter","display_name":"Filter (signal processing)","score":0.3358765244483948},{"id":"https://openalex.org/keywords/optimization-problem","display_name":"Optimization problem","score":0.28441333770751953},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.21204698085784912},{"id":"https://openalex.org/keywords/convex-analysis","display_name":"Convex analysis","score":0.18913668394088745},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.16258329153060913},{"id":"https://openalex.org/keywords/filter-design","display_name":"Filter design","score":0.14613553881645203},{"id":"https://openalex.org/keywords/convex-optimization","display_name":"Convex optimization","score":0.12709176540374756},{"id":"https://openalex.org/keywords/pure-mathematics","display_name":"Pure mathematics","score":0.08169114589691162}],"concepts":[{"id":"https://openalex.org/C2778023678","wikidata":"https://www.wikidata.org/wiki/Q554403","display_name":"Duality (order theory)","level":2,"score":0.8486181497573853},{"id":"https://openalex.org/C91575142","wikidata":"https://www.wikidata.org/wiki/Q1971426","display_name":"Optimal control","level":2,"score":0.752727746963501},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6844496130943298},{"id":"https://openalex.org/C170131372","wikidata":"https://www.wikidata.org/wiki/Q7617811","display_name":"Stochastic control","level":3,"score":0.6132091879844666},{"id":"https://openalex.org/C158622935","wikidata":"https://www.wikidata.org/wiki/Q660848","display_name":"Nonlinear system","level":2,"score":0.567221999168396},{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.5523812770843506},{"id":"https://openalex.org/C204495892","wikidata":"https://www.wikidata.org/wiki/Q1798304","display_name":"Linear-quadratic-Gaussian control","level":3,"score":0.5012130737304688},{"id":"https://openalex.org/C137685913","wikidata":"https://www.wikidata.org/wiki/Q4316763","display_name":"Nonlinear filter","level":4,"score":0.4846401810646057},{"id":"https://openalex.org/C2780980858","wikidata":"https://www.wikidata.org/wiki/Q110022","display_name":"Dual (grammatical number)","level":2,"score":0.4674426317214966},{"id":"https://openalex.org/C97985569","wikidata":"https://www.wikidata.org/wiki/Q216861","display_name":"Calculus of variations","level":2,"score":0.4657049775123596},{"id":"https://openalex.org/C157286648","wikidata":"https://www.wikidata.org/wiki/Q846780","display_name":"Kalman filter","level":2,"score":0.46212339401245117},{"id":"https://openalex.org/C163863214","wikidata":"https://www.wikidata.org/wiki/Q7624553","display_name":"Strong duality","level":3,"score":0.4597509205341339},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.44661280512809753},{"id":"https://openalex.org/C5274546","wikidata":"https://www.wikidata.org/wiki/Q5310264","display_name":"Duality gap","level":3,"score":0.4396141469478607},{"id":"https://openalex.org/C2776036281","wikidata":"https://www.wikidata.org/wiki/Q48769818","display_name":"Constraint (computer-aided design)","level":2,"score":0.42117932438850403},{"id":"https://openalex.org/C102144036","wikidata":"https://www.wikidata.org/wiki/Q7170952","display_name":"Perturbation function","level":5,"score":0.41472336649894714},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.41093218326568604},{"id":"https://openalex.org/C106131492","wikidata":"https://www.wikidata.org/wiki/Q3072260","display_name":"Filter (signal processing)","level":2,"score":0.3358765244483948},{"id":"https://openalex.org/C137836250","wikidata":"https://www.wikidata.org/wiki/Q984063","display_name":"Optimization problem","level":2,"score":0.28441333770751953},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.21204698085784912},{"id":"https://openalex.org/C12108790","wikidata":"https://www.wikidata.org/wiki/Q2234833","display_name":"Convex analysis","level":4,"score":0.18913668394088745},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.16258329153060913},{"id":"https://openalex.org/C22597639","wikidata":"https://www.wikidata.org/wiki/Q5449227","display_name":"Filter design","level":3,"score":0.14613553881645203},{"id":"https://openalex.org/C157972887","wikidata":"https://www.wikidata.org/wiki/Q463359","display_name":"Convex optimization","level":3,"score":0.12709176540374756},{"id":"https://openalex.org/C202444582","wikidata":"https://www.wikidata.org/wiki/Q837863","display_name":"Pure mathematics","level":1,"score":0.08169114589691162},{"id":"https://openalex.org/C124952713","wikidata":"https://www.wikidata.org/wiki/Q8242","display_name":"Literature","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.0},{"id":"https://openalex.org/C31972630","wikidata":"https://www.wikidata.org/wiki/Q844240","display_name":"Computer vision","level":1,"score":0.0},{"id":"https://openalex.org/C112680207","wikidata":"https://www.wikidata.org/wiki/Q714886","display_name":"Regular polygon","level":2,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C142362112","wikidata":"https://www.wikidata.org/wiki/Q735","display_name":"Art","level":0,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/tac.2023.3279208","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tac.2023.3279208","pdf_url":null,"source":{"id":"https://openalex.org/S184954342","display_name":"IEEE Transactions on Automatic Control","issn_l":"0018-9286","issn":["0018-9286","1558-2523","2334-3303"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Automatic Control","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G3083893355","display_name":null,"funder_award_id":"1761622","funder_id":"https://openalex.org/F4320335353","funder_display_name":"National Science Foundation of Sri Lanka"}],"funders":[{"id":"https://openalex.org/F4320335353","display_name":"National Science Foundation of Sri Lanka","ror":"https://ror.org/010xaa060"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":59,"referenced_works":["https://openalex.org/W48168586","https://openalex.org/W335971307","https://openalex.org/W423603040","https://openalex.org/W579287291","https://openalex.org/W1498429448","https://openalex.org/W1499037879","https://openalex.org/W1536997931","https://openalex.org/W1752690783","https://openalex.org/W1776371429","https://openalex.org/W1964248020","https://openalex.org/W1965640670","https://openalex.org/W1971711046","https://openalex.org/W1976142795","https://openalex.org/W1983102410","https://openalex.org/W1985059387","https://openalex.org/W1993154754","https://openalex.org/W2013362797","https://openalex.org/W2013439437","https://openalex.org/W2026288894","https://openalex.org/W2037914955","https://openalex.org/W2057288362","https://openalex.org/W2058490559","https://openalex.org/W2067581998","https://openalex.org/W2070817676","https://openalex.org/W2073283839","https://openalex.org/W2078059111","https://openalex.org/W2083402998","https://openalex.org/W2112547515","https://openalex.org/W2146812611","https://openalex.org/W2150530793","https://openalex.org/W2155772159","https://openalex.org/W2155893660","https://openalex.org/W2158175133","https://openalex.org/W2161129698","https://openalex.org/W2167742035","https://openalex.org/W2170316986","https://openalex.org/W2221182979","https://openalex.org/W2269031592","https://openalex.org/W2345826685","https://openalex.org/W2365574823","https://openalex.org/W2501113052","https://openalex.org/W2578927519","https://openalex.org/W2798500587","https://openalex.org/W2804631621","https://openalex.org/W2887053799","https://openalex.org/W2950596115","https://openalex.org/W3011437013","https://openalex.org/W3043859436","https://openalex.org/W3101653947","https://openalex.org/W4206730854","https://openalex.org/W4210688989","https://openalex.org/W4212780424","https://openalex.org/W4226237029","https://openalex.org/W4252609867","https://openalex.org/W4255802786","https://openalex.org/W4286235854","https://openalex.org/W4377711683","https://openalex.org/W6688669268","https://openalex.org/W6693511169"],"related_works":["https://openalex.org/W2725387418","https://openalex.org/W2089042254","https://openalex.org/W2025430946","https://openalex.org/W1687657632","https://openalex.org/W2155425983","https://openalex.org/W640885572","https://openalex.org/W1518992076","https://openalex.org/W2080941243","https://openalex.org/W4313014939","https://openalex.org/W2325192077"],"abstract_inverted_index":{"This":[0],"article":[1,26],"is":[2,27,54,70,85,108],"concerned":[3],"with":[4,17],"the":[5,39,47,51,57,66,71,78,91,99,102,116],"development":[6],"and":[7,94,120,128],"use":[8],"of":[9,24,46,59,90,101,115,125],"duality":[10,61,107],"theory":[11],"for":[12,65],"a":[13,30,36,60],"nonlinear":[14,40,103],"filtering":[15,41],"model":[16],"white":[18],"noise":[19],"observations.":[20],"The":[21,43,63,81,105],"main":[22],"contribution":[23],"this":[25],"to":[28,38,97,110],"introduce":[29],"stochastic":[31,73],"optimal":[32,67,82,126],"control":[33,68,83,127],"problem":[34,69],"as":[35],"dual":[37,48],"problem.":[42],"mathematical":[44],"statement":[45],"relationship":[49],"between":[50],"two":[52],"problems":[53],"given":[55,131],"in":[56,77,132],"form":[58],"principle.":[62],"constraint":[64],"backward":[72],"differential":[74],"equation":[75,100],"introduced":[76],"companion":[79],"paper.":[80],"solution":[84],"obtained":[86],"from":[87,122],"an":[88,112],"application":[89],"maximum":[92],"principle,":[93],"subsequently":[95],"used":[96],"derive":[98],"filter.":[104],"proposed":[106],"shown":[109],"be":[111],"exact":[113],"extension":[114],"classical":[117],"Kalman\u2013Bucy":[118],"duality,":[119],"different":[121],"other":[123],"types":[124],"variational":[129],"formulations":[130],"literature.":[133]},"counts_by_year":[{"year":2025,"cited_by_count":4},{"year":2024,"cited_by_count":4},{"year":2023,"cited_by_count":3}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}