Accession Number:

ADA070138

Title:

Some Algorithmic Problems in Linear Systems I.

Descriptive Note:

Interim rept.,

Corporate Author:

KENTUCKY UNIV LEXINGTON DEPT OF MATHEMATICS

Personal Author(s):

Report Date:

1979-03-01

Pagination or Media Count:

11.0

Abstract:

A comprehensive study of the stochastic realization problem was undertaken both in its algorithmic and structural aspects. A geometric state space theory of linear stochastic systems was obtained, providing a complete characterization of all stochastic realizations. The phenomenon of invariant directions of the matrix Riccati equation was investigated in this framework, clarifying its connections to filtering algorithms as well as to geometric aspects of linear systems theory. Non-Riccati algorithms for generating spectral factors were introduced. Work was initiated to develop a comprehensive framework for algorithms of this type through transformations in Hamiltonian systems. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE