• DocumentCode
    3083992
  • Title

    Stochastic control of infinite dimensional systems in Hilbert space: A factorization perspective

  • Author

    Milman, M. ; Schumitzky, A.

  • Author_Institution
    California Institute of Technology, Pasadena, CA, USA
  • Volume
    26
  • fYear
    1987
  • fDate
    9-11 Dec. 1987
  • Firstpage
    558
  • Lastpage
    563
  • Abstract
    A factorization perspective to problems of optimal causal estimation and optimal causal control of linear stochastic systems defined on an infinite dimensional Hilbert space is presented. A separation principle is derived when the system input/output map is generated by an abstract evolution operator. The factorization formalism allows for an essentially algebraic approach to these problems.
  • Keywords
    Control systems; Delay; Hilbert space; Noise measurement; Optimal control; Partial differential equations; Space technology; State-space methods; Stochastic systems; White noise;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1987. 26th IEEE Conference on
  • Conference_Location
    Los Angeles, California, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1987.272902
  • Filename
    4049328
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3083992