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Rantzer A., Byrnes C. — Directions in mathematical systems theory and optimization
Rantzer A., Byrnes C. — Directions in mathematical systems theory and optimization

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Название: Directions in mathematical systems theory and optimization

Авторы: Rantzer A., Byrnes C.

Аннотация:

This volume provides a compilation of recent contributions on feedback and robust control, modeling, estimation and filtering. They were presented on the occasion of the sixtieth birthday of Anders Lindquist, who has delivered fundamental contributions to the fields of systems, signals and control for more than three decades. His contributions include seminal work on the role of splitting subspaces in stochastic realization theory, on the partial realization problem for both deterministic and stochastic systems, on the solution of the rational covariance extension problem and on system identification. Lindquist's research includes the development of fast filtering algorithms, leading to a nonlinear dynamical system which computes spectral factors in its steady state, and which provide an alternate, linear in the dimension of the state space, to computing the Kalman gain from a matrix Riccati equation. He established the separation principle for stochastic function differential equations, including some fundamental work on optimal control for stochastic systems with time lags. His recent work on a complete parameterization of all rational solutions to the Nevanlinna-Pick problem is providing a new approach to robust control design.


Язык: en

Рубрика: Разное/

Статус предметного указателя: Неизвестно

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Год издания: 2003

Количество страниц: 391

Добавлена в каталог: 27.02.2016

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