Anders Lindquist

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. In particular, he is known for the discovery of the fast filtering algorithms for (discrete-time) Kalman filtering in the early 1970s, and his seminal work on the separation principle of stochastic optimal control and, in collaborations with Giorgio Picci, the Geometric Theory for Stochastic Realization. Together with late Christopher I. Byrnes (dean of the School of Engineering & Applied Science at Washington University in St. Louis from 1991 to 2006) and Tryphon T. Georgiou (Vincentine Hermes-Luh Chair at University of Minnesota College of Science and Engineering), he is one of the founder of the so-called Byrnes-Georgiou-Lindquist school. They pioneered a new moment-based approach for the solution of control and estimation problems with complexity constraints.