Nonlinear filtering and control of Stochastic descriptor systems with applications to PDAES

Date: Wed, Jul 15 2009

Hour: 16:30

Location: Bizkaia Technology Park, Building 500 E-48160 DERIO - Basque Country- Spain

Speakers: Hannes Gruschinski

By means of Riccati transformation we recently have generalized the Kalman-Bucy filter, LQG, and H_\infty filter and control to stochastic descriptor systems in continuous-time. The so-called direct discretization method for optimal control problems is applied to constrained multi-body systems. Derivations, structural issues, and numerical results are sketched. We point out directions for future research and a descriptor systems approach to filtering and control of the Navier-Stokes equation.

Confirmed speakers:

Hannes Gruschinski