NASA NTRS · 19880047513
Stochastic control of infinite dimensional systems in Hilbert space: A factorization perspective
Abstract
A 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.
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Milman, Mark M., Schumitzky, Alan. 1987-01-01. Stochastic control of infinite dimensional systems in Hilbert space: A factorization perspective. https://ntrs.nasa.gov/citations/19880047513
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