Linear Control and Estimation Using Operator Factorization
Författare
Summary, in English
The filtering, prediction and smoothing problems as well as the linear quadratic control problems can very generally be formulated as operator equations using basic linear algebra. The equations are of Fredholm type II and difficult to solve directly. It is shown how the operator can be factorized into two Volterra operators using a matrix Riccati equation. Recursive solution of these triangular operator equations is then obtained by two initialvalue differential equations.
Avdelning/ar
Publiceringsår
1971
Språk
Engelska
Publikation/Tidskrift/Serie
Research Reports TFRT-3036
Fulltext
Dokumenttyp
Licentiatavhandling
Förlag
Department of Automatic Control, Lund Institute of Technology (LTH)