Abstract: Wiener-Hopf equations have been introduced above, and it has been shown there that provided that a certain matrix function can be “spectral factorized”, the optimal gains for linear regulators or optimal linear filters can be computed without recourse to solution to a matrix Riccati equation. This fact is of particular interest for problems involving distributed parameter system models, for which a Riccati equation would be an (infinite-dimensional) operator-valued object.
Publication Year: 2002
Publication Date: 2002-01-01
Language: en
Type: book-chapter
Indexed In: ['crossref']
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