The use of operator factorization for linear control and estimation
(1973) In Automatica 9(5). p.623-631- Abstract
- The linear 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 they are 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 initial value differential equations.
The proofs of smoothing and optimal control under known disturbances are in this way especially clear and simple.
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/1d66bff4-6a1a-4cf2-847a-80e3e754a5f7
- author
- Hagander, Per LU
- organization
- publishing date
- 1973
- type
- Contribution to journal
- publication status
- published
- subject
- in
- Automatica
- volume
- 9
- issue
- 5
- pages
- 623 - 631
- publisher
- Pergamon Press Ltd.
- external identifiers
-
- scopus:49549160811
- ISSN
- 0005-1098
- DOI
- 10.1016/0005-1098(73)90047-2
- language
- English
- LU publication?
- yes
- id
- 1d66bff4-6a1a-4cf2-847a-80e3e754a5f7
- date added to LUP
- 2016-06-24 14:35:50
- date last changed
- 2021-01-03 05:25:41
@article{1d66bff4-6a1a-4cf2-847a-80e3e754a5f7,
abstract = {{The linear 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.<br/><br/>The equations are of Fredholm type II, and they are difficult to solve directly.<br/><br/>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 initial value differential equations.<br/><br/>The proofs of smoothing and optimal control under known disturbances are in this way especially clear and simple.}},
author = {{Hagander, Per}},
issn = {{0005-1098}},
language = {{eng}},
number = {{5}},
pages = {{623--631}},
publisher = {{Pergamon Press Ltd.}},
series = {{Automatica}},
title = {{The use of operator factorization for linear control and estimation}},
url = {{https://lup.lub.lu.se/search/files/22838936/hag73.pdf}},
doi = {{10.1016/0005-1098(73)90047-2}},
volume = {{9}},
year = {{1973}},
}