| 书目名称 | Directions in Mathematical Systems Theory and Optimization |
| 编辑 | Anders Rantzer,Christopher I. Byrnes |
| 视频video | |
| 概述 | Includes supplementary material: |
| 丛书名称 | Lecture Notes in Control and Information Sciences |
| 图书封面 |  |
| 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 |
| 关键词 | 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 |
发表于 2025-3-21 16:21:21
