Back to results
Department of Automatic Control, Lund Institute of Technology (LTH)
Linear Control and Estimation Using Operator Factorization
Abstract
dc:descriptionThe 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.
Degree
thesis:*- Grantor dc:publisher
- Department of Automatic Control, Lund Institute of Technology (LTH)
- Year dc:date
- 1971
Author and committee
dc:creator, dc:contributor.*- Author dc:creator
-
- Hagander, Per
Subjects
dc:subject × 1Rights
dc:rights- Statement dc:rights
-
- info:eu-repo/semantics/openAccess
- Language dc:language
- eng
Identifiers
dc:identifier.*- Repository record dc:identifier
- https://lup.lub.lu.se/record/8523848
- OAI identifier oai:identifier
- oai:lup.lub.lu.se:3ede2f2d-e076-4ff3-af4c-0daaf68a91dd