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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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 filter
surface form: Kalman filtering

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