Anders Lindquist
Anders Lindquist | |
|---|---|
| Born | 21 November 1942 Lund, Sweden |
| Alma mater | KTH Royal Institute of Technology |
| Awards | W. T. and Idalia Reid Prize in Mathematics (2009) Honorary Doctorate from The Technion (2010) IEEE Control Systems Award (2020) |
| Scientific career | |
| Fields | Mathematics and Systems Theory |
Anders Gunnar Lindquist (born 21 November 1942) is a Swedish applied mathematician and control theorist. He has made contributions to the theory of partial realization, stochastic modeling, estimation and control, and moment problems in systems and control. He is known for the discovery of the fast filtering algorithms for (discrete-time) Kalman filtering in the early 1970s, and his work on the separation principle of stochastic optimal control and, in collaborations with Giorgio Picci, the Geometric Theory for Stochastic Realization.
Together with Tryphon T. Georgiou and Christopher I. Byrnes, Lindquist is one of the founders of the so-called Byrnes-Georgiou-Lindquist school. They developed a new moment-based approach for the solution of control and estimation problems with complexity constraints.