Structure Theory of Optimal Correlated Noise Filters.
Final rept. 30 Jun 70-30 Nov 72,
UNIVERSITY OF SOUTHERN CALIFORNIA LOS ANGELES
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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
- Numerical Mathematics