[Legacy Report] Linear dynamical system theory for computations and non-linear systems
#linear
#dynamical
#system
#non-linear
#time-invariant
#time-varying
#Kalman
#filter
A linear dynamical system is just a differential away from a non-linear one, but it will not be time-invariant. In recent years it was discovered that most methods for time-invariant systems generalize to the time-varying case, and hence become of direct relevance both to numerical linear algebra and to the analysis and synthesis of non-linear systems. The talk presents the main results so obtained and illustrates them with examples (e.g. the Kalman filter and its generalizations).
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TUM Institute for Advanced Study
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Linear dynamical system theory for computations and non-linear systems
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Address:München, Bayern, Germany