Stochastic control of infinite dimensional systems in Hilbert space: A factorization perspectiveA factorization perspective on 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 for the case in which the system input/output map is generated by an abstract evolution operator. The factorization formalism allows for an essentially algebraic approach to these problems.
Document ID
19880047513
Acquisition Source
Legacy CDMS
Document Type
Conference Paper
Authors
Milman, Mark M. (California Institute of Technology Jet Propulsion Laboratory, Pasadena, United States)
Schumitzky, Alan (Southern California, University Los Angeles, CA, United States)