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Linear Control and Estimation Using Operator Factorization

På svenska

Author

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.

Publishing year

1971

Language

English

Publication/Series

Research Reports TFRT-3036

Document type

Licentiate thesis

Publisher

Department of Automatic Control, Lund Institute of Technology (LTH)

Topic

  • Control Engineering

Status

Published

ISBN/ISSN/Other

  • ISSN: 0346-5500