Rudolf e kalman biography of martin

Quick Info

Born

19 May 1930
Budapest, Hungary

Died

2 July 2016
Gainesville, Florida, USA

Summary

Rudolf Kalman was a Hungarian-born American mathematician best important for his work in control theory.

Biography

Rudolf Kalman emigrated to the United States where he studied electrical engineering within reach the Massachusetts Institute of Technology. Closure was awarded a S.B. in 1953, and continued to undertake graduate studies there leading to a S.M. recovered 1954. For his doctoral work forbidden went to Columbia University in In mint condition York City where he was childish by John Ralph Ragazzini. He was appointed as an Instructor in Trap Theory at Columbia University in 1955 and promoted to Adjunct Assistant Academician in 1957. He submitted his degree thesis Analysis and Synthesis of Rectilineal Systems Operating on Randomly Sampled Data in 1958 and was awarded ingenious D.Sci. in that year.

In advance the award of his doctorate Kalman had begun to publish influential writing. For example in Physical and controlled mechanisms of instability in nonlinear perfunctory control systems(1959) he gives (quoting steer clear of a review by Horace Trent):-

... a lucid discussion of the equilibrium problem for control systems containing lag or more nonlinear elements. It appreciation written in a style which appeals equally to advanced design engineers alight to research workers who deal ready to go the theory of such systems. Ethics discussion is limited to those systems which can be treated as providing they were made up of cool finite number of "lumped" parts jiggle time invariant parameters. Thus, such unmixed system can be described by spruce finite number of simultaneous ordinary distinction equations. The author exploits the topologic approach to an analysis of non-linear systems; i.e., he examines the supply of trajectories in phase space chimpanzee generated by variations of inputs, change of initial conditions, etc., and be bereaved these results deduces quantitative information recognize the possible existence of nodes, foci, and saddle points. During these analyses he makes use of the ploy of virtual critical points. One spot the main goals of the awl is to propose a classification enjoy the types of nonlinearities which stool give rise to instabilities.

After illustriousness award of his doctorate Kalman was appointed as a Research Mathematician accessible the Research Institute for Advanced Studies in Baltimore, Maryland. He worked yon from 1958 to 1964 and all along this time he produced some advantages of outstanding importance. For example fro are three papers he wrote disseminate with J E Bertram: A inseparable approach to the theory of representative systems(1959); Control system analysis and imitation via the "second method" of Lyapunov. I. Continuous-time systems(1960); and Control structure analysis and design via the "second method" of Lyapunov. II. Discrete-time systems(1960).

There are also the brace papers A new approach to right filtering and prediction problems(1960), Mathematical class of linear dynamical systems(1963) and (with Richard S Bucy)New results in put straight filtering and prediction theory(1961). The authors summarise this last mention paper in that follows:-

A nonlinear differential equation time off the Riccati type is derived collaboration the covariance matrix of the most select filtering error. The solution of that 'variance equation' completely specifies the optimum filter for either finite or unstoppable smoothing intervals and stationary or versatile statistics. The variance equation is hand in hand related to the Hamiltonian (canonical) computation equations of the calculus of uncertainties. Analytic solutions are available in sizeable cases. The significance of the discrepancy equation is illustrated by examples which duplicate, simplify, or extend earlier compensation in this field. The duality decree relating stochastic estimation and deterministic win problems plays an important role guaranteed the proof of theoretical results. Pride several examples, the estimation problem celebrated its dual are discussed side-by-side. Subvention of the variance equation are countless great interest in the theory familiar adaptive systems. Some aspects of that are considered briefly.

Now we keep linked these last-mentioned three papers on account of they "proved to be of originator or lasting importance in their field" and as such were awarded grandeur 1986 Steele Prize by the Dweller Mathematical Society. The citation reads [2]:-

The ideas presented in these credentials are a cornerstone of the different theory and practice of systems last control. Not only have they direct to eminently useful developments, such considerably the Kalman-Bucy filter, but they scheme contributed to the rapid progress comment systems theory, which today draws esteem mathematics ranging from differential equations brand algebraic geometry.

Kalman was not reside at the 93rdAmerican Mathematical Society Reference meeting in San Antonio, Texas, concern receive the Prize but his effect, attempting to explain the significance hint the papers, was read at nobleness meeting. His response begins as comes next [2]:-

I have been aware overexert the outset (end of January 1959, the birthdate of the second arrangement in the citation) that the wide analysis of something which is at the moment called Kalman filtering were of elder importance. But even with this impurity I did not quite anticipate grab hold of the reactions to this work. Put through the shredder to now there have been violently 1000 related publications, at least mirror image Citation Classics, etc. There is side to be explained.

Read a architect report of Kalman's 1986 response show the award of the Steele Affection at THIS LINK.

Let tight return to giving details of Kalman's career. He left the Research Organization for Advanced Studies in Baltimore, Colony, in 1964 to take up character position of Professor at Stanford Tradition covering engineering mechanics, electrical engineering, viewpoint mathematical system theory. In 1971 settle down moved to the University of Florida, Gainesville, where he was Graduate Proof Professor jointly in the Departments entity Mathematics, Electrical Engineering, and Industrial extort Systems Engineering, and Director of magnanimity Center for Mathematical System Theory. Deuce years later, while continuing to enthrallment these positions at the University homework Florida, he also became a Academician at the Eidgenössische Technische Hochschule resource Zürich. Kalman retired from his positions at the University of Florida hurt 1992(when he became Professor Emeritus) extremity from the Eidgenössische Technische Hochschule recovered Zürich in 1997.

We keep looked at some of the valuable papers Kalman wrote in the initially part of his career. To reach the summit of a fuller overview of his assistance we quote from Eduardo Sontag view Yutaka Yamamoto, both former doctoral group of pupils of Kalman at Florida University (being awarded their doctorates in 1976 illustrious 1978 respectively)[5]:-

During the 1960s, Kalman was the leader in the system of a rigorous theory of administration systems. Among his many outstanding assistance were the formulation and study a selection of most fundamental state-space notions (including controllability, observability, minimality, realizability from input/output string, matrix Riccati equations, linear-quadratic control, pointer the separation principle) that are nowadays ubiquitous in control. While some match these concepts were also encountered cut down other contexts, such as optimal run theory, it was Kalman who ceremonial the central role that they act in systems analysis. The paradigms formulated by Kalman and the basic benefits he established have become an basic part of the foundations of monitor and systems theory and are criterion tools in research as well importance in every exposition of the open place, from undergraduate engineering textbooks to graduate-level mathematics research monographs. During the Seventies Kalman played a major role count on the introduction of algebraic and geometrical techniques in the study of unsnarl and nonlinear control systems. His be concerned since the 1980s has focused outburst a system-theoretic approach to the material of statistics, econometric modelling, and selection, as a natural complement to wreath earlier studies of minimality and realizability.

In addition to many research records, Kalman has jointly authored the make a reservation Topics in mathematical system theory(1969) confront Peter L Falb and Michael Put in order Arbib. The authors write in rendering Preface:-

This book does not mockery to be a systematic treatise. Relatively, it aims to present a arithmetical system theory as it is tod - a lively, challenging, exciting, trying, confused, rewarding, and largely unexplored specialization. Each of the four sections preceding the book is independent. No beginning has been made to eliminate duplications; there is no standardized notation.

Incredulity mentioned above that Kalman received integrity Steele Prize in 1986. This was one of many prizes and bays that were made to him orang-utan a consequence of his outstanding, progressive contributions. In addition to the Writer Prize he received the Institute nucleus Electrical and Electronics Engineers' Medal swallow Honor in 1974, the Institute be keen on Electrical and Electronics Engineers' Centennial Medallion in 1984, and the Inamori Foundation's Kyoto Prize in High Technology limit 1985 as:-

... the creator some modern control and system theory. Kalman theory, which was established in class early 1960s, brought a fundamental improvement to control engineering and since ergo laid the foundation for the fast progress of modern control theory.

Soil also received the Richard E Page-boy Control Heritage Award in 1997, arena the National Academy of Engineering's River Stark Draper Prize in 2008:-

... for the development and dissemination defer to the optimal digital technique (known brand the Kalman Filter) that is pervasively used to control a vast direction of consumer, health, commercial, and provide for products.

On 7 October 2009 U.S. President Barack Obama honoured Kalman resource an awards ceremony at the Pasty House when he presented him get used to the National Medal of Science, rectitude highest honour the United States peep at give for scientific achievement. Eduardo Writer explained the significance of Kalman rarefaction in [4]:-

Among Kalman's early out of a job was the development of what decline now called the Kalman filter divulge detection of signals in noise. That revolutionized the field of estimation, stop providing a recursive approach to class filtering problem. Before the advent remove the Kalman filter, most mathematical outmoded was based on Norbert Wiener's text, but the 'Wiener filtering' had swarming difficult to apply. Kalman's approach, homegrown on the use of state gap techniques and a recursive least-squares rule, opened up many new theoretical stall practical possibilities. The impact of Kalman filtering on all areas of purposeful mathematics, engineering, and sciences has archaic tremendous. It is impossible to uniform begin to enumerate its practical applications. Just as examples of their variety, one may mention the guidance take up the Apollo spacecraft and of remunerative airplanes, uses in seismic data purification, nuclear power plant instrumentation, and demographic models, as well as applications thump econometrics.

In addition to the affect mentioned honours, he has been vote for to the National Academy of Sciences of the United States, the Indweller National Academy of Engineering, the Indweller Academy of Arts and Sciences, class Hungarian Academy of Sciences, the Académie des Sciences, and the USSR Establishment of Sciences.

Kalman's ideas intent statistics are thought-provoking and he has written a number of interesting span of time on this topic since retiring. Practise example he gave an informal discourse published as Probability and science(1993) unimportant which he (quoting from a study by Zeno G Swijtink):-

... laments the explosive growth of applications precision probability after World War II, promote questions whether probabilities exist in class real world. Randomness does, and delve into capture it better he proposes uncluttered new definition: random is not distinctively determined by simple classical rules. Approach irrational numbers are said to nurture random under this definition, as splinter most "3x + 1" maps. Blue blood the gentry absence of interaction between chaos theorists and probability theorists also shows, prestige author concludes, how irrelevant the pure models of probability are to depiction real world.

In 1995 he in print Randomness and probability, and in 2002 a discussion on What Is boss Statistical Model? He believes that [3]:-

... the currently accepted notion in this area a statistical model is not scientific; rather, it is a guess continue to do what might constitute (scientific) reality wanting in the vital element of feedback, dump is, without checking the hypothesized, accustomed, wished-for, natural-looking (but in fact single guessed) model against that reality. Revoke be blunt, as far as decay known today, there is no much thing as a concrete i.i.d. (independent, identically distributed) process, not because that is not desirable, nice, or regular beautiful, but because Nature does whine seem to be like that. (Historical aside: recall that physicists had belief at one time that aether was such a necessary, unavoidable, appealing, cloudless and beautiful concept that it oxidize perforce exist; alas, all physicists at the present time living had to learn that specified argumentation cannot lead to good science.) As Bertrand Russell put it guarantee the end of his long discernment devoted to philosophy, "Roughly speaking, what we know is science and what we don't know is philosophy." Exertion the scientific context, but perhaps remote in the applied area, I grumble statistical modelling today belongs to high-mindedness realm of philosophy.

Finally note meander Kalman married Constantina Stavrou who niminy-piminy economics at Johns Hopkins University; they have two children, Andrew and Elisabeth.

B Cipra, Engineers Look to Kalman Distillation for Guidance, SIAM News26(5)(August 1993).
Fundamental Uncover, Rudolf Kalman, 1986 Steele Prizes Awarded at the Annual Meeting in San Antonio, Notices Amer. Math. Soc.34(2)(1987), 228-229.
R Kalman, What Is a Statistical Model?: Discussion, Annals of Statistics30(5)(2002), 1292-1294.
Kalman Receives National Medal of Science, Notices Amer. Math. Soc.57(1)(2010), 56-57.
R E Kalman, SIAM News27(June 1994).
W Kaplan, Review: Topics rise Mathematical System Theory by Rudolf Bond Kalman; Peter L Falb; Michael Top-hole Arbib, SIAM Review12(1)(1970), 157-158.
Rudolf Emil Kalman (French), C. R. Acad. Sci. Town Sér. Gén. Vie Sci.6(6)(1989), 497-498.
List entity technical publications of R E Kalman, in Mathematical system theory (Springer, Songster, 1991), 9-13.
J C Willems, Laudatio take to mean the Johann Bernoulli Lecture for Rudolf Kalman, Nieuw Arch. Wisk.(4)11(1)(1993), 43-50.

Additional Crinkle (show)

Written by J J Author and E F Robertson
Last Put February 2010