From Differential to Algebraic Riccati Equations: The influence of Kalman [Historical Perspectives]
V. Kučera · IEEE Control Systems · 2017
Rudolf Emil Kalman is the creator of modern systems and control theory and the author of groundbreaking scientific contributions. He introduced fundamental notions, such as controllability and observability, and clarified the relationship between the state-space description of a linear system and its transfer function. He rigorously posed and completely solved the linear-quadratic optimal control problem. He developed what is now called the Kalman filter, a recursive filtering algorithm that strips unwanted noise out of a stream of data and that proved to be revolutionary.