Title :
A semigroup approach to the LQG problem for infinite-dimensional systems
Author :
Curtain, Ruth F.
fDate :
9/1/1978 12:00:00 AM
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;
Journal_Title :
Circuits and Systems, IEEE Transactions on
DOI :
10.1109/TCS.1978.1084540
