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2019•Mathematical Population StudiesRequires access

Kalman 1960: The birth of modern system theory

Pierre Bernhard, Marc Deschamps

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Abstract

Rudolph E. Kalman is mainly known for the Kalman filter, first published in 1960. In this year, he published two equally important contributions, one about linear state space system theory and the other about linear quadratic optimal control theory. These three domains are intertwined in the later theory of linear quadratic Gaussian control. An extended version of linear quadratic optimal control is put into practice in an example of cooperation in population ecology.

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Rudolph E. Kalman is mainly known for the Kalman filter, first published in 1960. In this year, he published two equally important contributions, one about linear state space system theory and the other about linear quadratic optimal control theory. These three domains are intertwined in the later theory of linear quadratic Gaussian control. An extended version of linear quadratic optimal control is put into practice in an example of cooperation in population ecology.

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Available abstract

Rudolph E. Kalman is mainly known for the Kalman filter, first published in 1960. In this year, he published two equally important contributions, one about linear state space system theory and the other about linear quadratic optimal control theory. These three domains are intertwined in the later theory of linear quadratic Gaussian control. An extended version of linear quadratic optimal control is put into practice in an example of cooperation in population ecology.

Key concepts: Kalman filter, Linear-quadratic-Gaussian control, Linear system, Gaussian, Mathematics, Quadratic equation, Linear model, State space

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