• DocumentCode
    1180894
  • Title

    A semigroup approach to the LQG problem for infinite-dimensional systems

  • Author

    Curtain, Ruth F.

  • Volume
    25
  • Issue
    9
  • fYear
    1978
  • fDate
    9/1/1978 12:00:00 AM
  • Firstpage
    713
  • Lastpage
    721
  • Abstract
    This is a tutorial article on the application of semigroups theory to the linear quadratic Gaussian for linear infinite-dimensional systems. The article is aimed at the nonspecialist in semigroup theory and the results are stated without proofs, but instead are illustrated by two detailed examples; one of a delay model of fluctuating capital stock and the other a distributed model of river pollution.
  • Keywords
    Delay systems; Distributed systems, linear stochastic; Group theory; Hilbert space techniques; Linear systems, stochastic continuous-time; Optimal stochastic control; State estimation; Stochastic optimal control; Aerospace control; Automatic control; Books; Control system synthesis; Control systems; Feedback; Filtering; Nonlinear filters; Parameter estimation; Sensitivity analysis;
  • fLanguage
    English
  • Journal_Title
    Circuits and Systems, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0098-4094
  • Type

    jour

  • DOI
    10.1109/TCS.1978.1084540
  • Filename
    1084540