Linear Control and Estimation Using Operator Factorization

Research output: ThesisLicentiate Thesis

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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.
Original languageEnglish
QualificationLicentiate
Awarding Institution
  • Department of Automatic Control
Supervisors/Advisors
  • Åström, Karl Johan, Supervisor
Award date1971 May 21
Publisher
Publication statusPublished - 1971

Subject classification (UKÄ)

  • Control Engineering

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