The Krylov space and the Kalman equation
Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 1 (1998) no. 1, pp. 5-10

Voir la notice de l'article provenant de la source Math-Net.Ru

An optimal, in some respects, representation of vectors in the Krylov space is built with the help of a variational problem. The extremum of the variational problem is the solution of the Kalman matrix equation and the 2-norm of the solution is suggested to use as a characteristic of the Krylov space. This characteristic can also be used as the measure of controllability in stationary discreet problems of optimal control.
@article{SJVM_1998_1_1_a1,
     author = {S. K. Godunov and V. M. Gordienko},
     title = {The {Krylov} space and the {Kalman} equation},
     journal = {Sibirskij \v{z}urnal vy\v{c}islitelʹnoj matematiki},
     pages = {5--10},
     publisher = {mathdoc},
     volume = {1},
     number = {1},
     year = {1998},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/SJVM_1998_1_1_a1/}
}
TY  - JOUR
AU  - S. K. Godunov
AU  - V. M. Gordienko
TI  - The Krylov space and the Kalman equation
JO  - Sibirskij žurnal vyčislitelʹnoj matematiki
PY  - 1998
SP  - 5
EP  - 10
VL  - 1
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/SJVM_1998_1_1_a1/
LA  - ru
ID  - SJVM_1998_1_1_a1
ER  - 
%0 Journal Article
%A S. K. Godunov
%A V. M. Gordienko
%T The Krylov space and the Kalman equation
%J Sibirskij žurnal vyčislitelʹnoj matematiki
%D 1998
%P 5-10
%V 1
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/item/SJVM_1998_1_1_a1/
%G ru
%F SJVM_1998_1_1_a1
S. K. Godunov; V. M. Gordienko. The Krylov space and the Kalman equation. Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 1 (1998) no. 1, pp. 5-10. http://geodesic.mathdoc.fr/item/SJVM_1998_1_1_a1/