Kailath factorization in linear systems

E150235

Kailath factorization in linear systems is a matrix factorization technique used in control and signal processing to efficiently analyze and solve linear dynamical systems.

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Kailath factorization in linear systems canonical 1

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Statements (34)

Predicate Object
instanceOf control theory method ⓘ
matrix factorization method ⓘ
numerical linear algebra technique ⓘ
signal processing method ⓘ
appliesTo linear time-invariant systems ⓘ
state-space representations ⓘ
stochastic linear systems ⓘ
context digital signal processing ⓘ
modern control theory ⓘ
developedIn 20th century ⓘ
field control engineering ⓘ
linear systems theory ⓘ
statistical signal processing ⓘ
goal improve numerical stability in linear system computations ⓘ
reduce computational complexity of linear system algorithms ⓘ
hasApplication communications signal processing ⓘ
control system design ⓘ
optimal filtering ⓘ
smoothing and prediction in linear systems ⓘ
system identification algorithms ⓘ
namedAfter Thomas Kailath ⓘ
property exploits structure of system matrices ⓘ
suitable for recursive implementations ⓘ
relatedTo Cholesky factorization ⓘ
Kalman filtering ⓘ
linked to: Kalman filter

Riccati equation ⓘ
covariance factorization techniques ⓘ
square-root filtering methods ⓘ
usedFor analysis of linear dynamical systems ⓘ
computationally efficient implementation of linear estimators ⓘ
covariance matrix factorization in linear systems ⓘ
efficient solution of linear dynamical systems ⓘ
filtering and prediction problems ⓘ
state-space model computations ⓘ

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Thomas Kailath → knownFor → Kailath factorization in linear systems ⓘ