The use of operator factorization for linear control and estimation
Author
Summary, in English
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.
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.
Department/s
Publishing year
1973
Language
English
Pages
623-631
Publication/Series
Automatica
Volume
9
Issue
5
Full text
- Available as PDF - 610 kB
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Document type
Journal article
Publisher
Pergamon Press Ltd.
Topic
- Control Engineering
Status
Published
ISBN/ISSN/Other
- ISSN: 0005-1098