書目名稱 | Directions in Mathematical Systems Theory and Optimization |
編輯 | Anders Rantzer,Christopher I. Byrnes |
視頻video | http://file.papertrans.cn/281/280687/280687.mp4 |
概述 | Includes supplementary material: |
叢書名稱 | Lecture Notes in Control and Information Sciences |
圖書封面 |  |
描述 | For more than three decades, Anders Lindquist has delivered fundamental cont- butions to the ?elds of systems, signals and control. Throughout this period, four themes can perhaps characterize his interests: Modeling, estimation and ?ltering, feedback and robust control. His contributions to modeling 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 identi?cation. His contributions to ?ltering and estimation include the development of fast ?ltering 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. His further research on the phase portrait of this dynamical system gave a better understanding of when the Kalman ?lter will converge, answering an open question raised by Kalman. While still a student he established the separation principle for stochastic function differential equations, including some fu |
出版日期 | Conference proceedings 2003 |
關(guān)鍵詞 | Analysis; Signal; Transformation; algorithm; algorithms; computer-aided design (CAD); model; modeling; opera |
版次 | 1 |
doi | https://doi.org/10.1007/3-540-36106-5 |
isbn_softcover | 978-3-540-00065-5 |
isbn_ebook | 978-3-540-36106-0Series ISSN 0170-8643 Series E-ISSN 1610-7411 |
issn_series | 0170-8643 |
copyright | Springer-Verlag Berlin Heidelberg 2003 |