Accession Number:

ADA055614

Title:

Basic Optimal Estimation and Control Problems in Hilbert Space.

Descriptive Note:

Interim rept.,

Corporate Author:

TEXAS TECH UNIV LUBBOCK INST FOR ELECTRONICS SCIENCE

Personal Author(s):

Report Date:

1978-01-01

Pagination or Media Count:

76.0

Abstract:

The recently developed mathematical framework of Hilbert resolution space valued random processes is used to formulate and solve an abstract quadratic optimization problem. By particularizing the description of the operators appearing in the statement and solution formula of this problem one rediscovers and generalizes most of the classical estimation and control theory problem statements and results. These results include, among others, the Wiener smoothing prediction filter, the Kalman regulator, the Kalman-Bucy filter, the stochastic control separation principle and the more recent Youla-Jabr-Bongiorno optimal servo problem solution. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE