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Linear Control and Estimation Using Operator Factorization

Hagander, Per LU (1971) In Research Reports TFRT-3036
Abstract
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.
Please use this url to cite or link to this publication:
author
supervisor
organization
publishing date
type
Thesis
publication status
published
subject
in
Research Reports TFRT-3036
publisher
Department of Automatic Control, Lund Institute of Technology (LTH)
ISSN
0346-5500
language
English
LU publication?
yes
id
3ede2f2d-e076-4ff3-af4c-0daaf68a91dd (old id 8523848)
date added to LUP
2016-04-01 16:18:02
date last changed
2018-11-21 20:40:17
@misc{3ede2f2d-e076-4ff3-af4c-0daaf68a91dd,
  abstract     = {{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.}},
  author       = {{Hagander, Per}},
  issn         = {{0346-5500}},
  language     = {{eng}},
  note         = {{Licentiate Thesis}},
  publisher    = {{Department of Automatic Control, Lund Institute of Technology (LTH)}},
  series       = {{Research Reports TFRT-3036}},
  title        = {{Linear Control and Estimation Using Operator Factorization}},
  url          = {{https://lup.lub.lu.se/search/files/4630484/8572866.pdf}},
  year         = {{1971}},
}