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
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;
Conference_Titel :
Decision and Control, 1987. 26th IEEE Conference on
Conference_Location :
Los Angeles, California, USA
DOI :
10.1109/CDC.1987.272902
