A Factorization Approach to Optimal Causal Estimation and Control of Stochastic Systems in Hilbert Space

Author:

Milman M.,Schumitzky A.

Publisher

Elsevier BV

Subject

General Medicine

Reference22 articles.

1. Theory and Applications of Volterra Operators in Hilbert Space;Gohberg;Amer. Math. Soc., Providence R.I,1970

2. New results in linear filtering and prediction theory;Kaiman;J. Basic Eng., Trans, ASME, Ser. D,1961

3. Fredholm resolvents, Wiener-Hopf equations and Riccati differential equations;Kailath;IEEE Trans. Inform. Theory,1969

4. On the equivalence between matrix Riccati equations and Fredholm resolvents;Schumitzky;J. Comp. Sys. Science,1968

5. Use of operator factorization for linear control and estimation;Hagander;Automatica,1973

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