Structure Theory of Optimal Correlated Noise Filters.

Abstract

The main objective of the study was to gain a deep understanding of several basic interrelated problems of estimation and control for linear systems. The main unifying features in these problems are constraints characterized by subtle properties of system structure and a common type of Riccati equation. A great many outstanding problems have been resolved and a fairly complete theory of singular Riccati equations has been developed as well as a parallel theory of linear system structure. Some particular accomplishments are summarized briefly. (Author)

Document Details

Document Type
Technical Report
Publication Date
Nov 30, 1972
Accession Number
AD0757785

Entities

People

  • L. M. Silverman
  • R. S. Bucy

Organizations

  • University of Southern California

Tags

DTIC Thesaurus Topics

  • Differential Equations
  • Equations
  • Linear Systems
  • Mathematical Analysis
  • Mathematics
  • Real Variables
  • Riccati Equation

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Theoretical Analysis.