Riccati Equations

Wednesday, September 6, 2017 - 1:15pm - 1:50pm
John Burns (Virginia Polytechnic Institute and State University)
The application of PDE Kalman filtering for optimal sensor location goes back more than 45 years. A theoretical treatment of the optimal sensor location problem was first rigorously developed by Alain Bensoussan in his 1972 paper (although Falb's 1967 paper hinted at this idea. In the 1970s this was a purely theoretical result and not computationally feasible. Today this approach to sensor location is possible on most desktop workstations and has resulted in new applications to very challenging problems.
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