Linear Control and Estimation Using Operator Factorization
(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:
https://lup.lub.lu.se/record/8523848
- author
- Hagander, Per LU
- supervisor
- organization
- publishing date
- 1971
- 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}}, }