For more than three decades, Anders Lindquist has delivered fundamental cont- butions to the ?elds of systems, signals and control. Throughout this period, four themes can perhaps characterize his interests: Modeling, estimation and ?ltering, feedback and robust control. His contributions to modeling include seminal work on the role of splitting subspaces in stochastic realization theory, on the partial realization problem for both deterministic and stochastic systems, on the solution of the rational covariance extension problem and on system identi?cation. His contributions to ?ltering and estimation include the development of fast ?ltering algorithms, leading to a nonlinear dynamical system which computes spectral factors in its steady state, and which provide an alternate, linear in the dimension of the state space, to computing the Kalman gain from a matrix Riccati equation. His further research on the phase portrait of this dynamical system gave a better understanding of when the Kalman ?lter will converge, answering an open question raised by Kalman. While still a student he established the separation principle for stochastic function differential equations, including some fundamental work on optimal control for stochastic systems with time lags. He continued his interest in feedback control by deriving optimal and robust control feedback laws for suppressing the effects of harmonic disturbances. Moreover, his recent work on a complete parameterization of all rational solutions to the Nevanlinna-Pick problem is providing a new approach to robust control design.
Author(s): Karl Johan Åström, Bo Bernhardsson (auth.), Anders Rantzer, Christopher I. Byrnes (eds.)
Series: Lecture Notes in Control and Information Sciences 286
Edition: 1
Publisher: Springer-Verlag Berlin Heidelberg
Year: 2003
Language: English
Pages: 391
Tags: Control Engineering; Systems Theory, Control; Complexity; Numerical and Computational Methods in Engineering; Systems and Information Theory in Engineering; Vibration, Dynamical Systems, Control
Systems with Lebesgue Sampling....Pages 1-13
Acoustic Attenuation Employing Variable Wall Admittance....Pages 15-26
Some Remarks on Linear Filtering Theory for Infinite Dimensional Systems....Pages 27-39
A Note on Stochastic Dissipativeness....Pages 41-49
Internal Model Based Design for the Suppression of Harmonic Disturbances....Pages 51-70
Conditional Orthogonality and Conditional Stochastic Realization....Pages 71-84
Geometry of Oblique Splitting Subspaces, Minimality and Hankel Operators....Pages 85-126
Linear Fractional Transformations....Pages 127-133
Structured Covariances and Related Approximation Questions....Pages 135-140
Risk Sensitive Identification of ARMA Processes....Pages 141-157
Input Tracking and Output Fusion for Linear Systems....Pages 159-172
The Convergence of the Extended Kalman Filter....Pages 173-182
On the Separation of Two Degree of Freedom Controller and Its Application to H ∞ Control for Systems with Time Delay....Pages 183-192
The Principle of Optimality in Measurement Feedback Control for Linear Systems....Pages 193-202
Linear System Identification as Curve Fitting....Pages 203-215
Optimal Model Order Reduction for Maximal Real Part Norms....Pages 217-226
Quantum Schrödinger Bridges....Pages 227-238
Segmentation of Diffusion Tensor Imagery....Pages 239-247
Robust Linear Algebra and Robust Aperiodicity....Pages 249-260
On Homogeneous Density Functions....Pages 261-274
Stabilization by Collocated Feedback....Pages 275-292
High-Order Open Mapping Theorems....Pages 293-316
New Integrability Conditions for Classifying Holonomic and Nonholonomic Systems....Pages 317-331
On Spectral Analysis Using Models with Pre-specified Zeros....Pages 333-344
Balanced State Representations with Polynomial Algebra....Pages 345-357
Nonconvex Global Optimization Problems: Constrained Infinite-Horizon Linear-Quadratic Control Problems for Discrete Systems....Pages 359-382
