Name Anders Lindquist | Fields Mathematics | |

Born November 21, 1942 (age 73)
Lund, Sweden (1942-11-21) Alma mater Royal Institute of Technology (KTH) Notable awards W. T. and Idalia Reid Prize in Mathematics (2009) Honorary Doctorate from The Technion (2010) Education Royal Institute of Technology Books Linear Stochastic Systems: A Geometric Approach to Modeling, Estimation and Identification |

## Anders lindquist moment problems and optimization 13 05 2015

**Anders Gunnar Lindquist** (born November 21, 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 in Electrical Engineering at the University of Minnesota), 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.

## Contents

- Anders lindquist moment problems and optimization 13 05 2015
- Biography
- Selection of publications
- References

He has been Professor in three continents: America (University of Kentucky, USA), Europe (Royal Institute of Technology, Sweden) and Asia (Shanghai Jiao Tong University, China).

## Biography

Lindquist was born in Lund, Sweden. He received his PhD degree from the Royal Institute of Technology (KTH) in Stockholm under the supervision of Lars Erik Zachrisson, and was appointed a Docent of Optimization and Systems Theory in 1972. Subsequently, he held visiting positions at the University of Florida, Brown University, and the State University of New York at Albany, until 1974, when he joined the faculty of Mathematics at the University of Kentucky. He remained at Kentucky until 1983 at which time he returned to the Royal Institute of Technology as a Professor and the Chair of Optimization and Systems Theory.

Over the years, Lindquist has held visiting and affiliate positions at the Washington University in St. Louis, the University of Padova, Consiglio Nazionale delle Ricerche, Arizona State University, the International Institute of Applied Systems Analysis in Vienna, the Russian Academy of Sciences in Moscow, East China Normal University in Shanghai, the Technion in Haifa, the University of California at Berkeley, and the University of Kyoto. He was the Head of the Mathematics Department at the Royal Institute of Technology from 2000 until 2009. Since 2006 he has been the Director of the Strategic Research Center for Industrial and Applied Mathematics (CIAM) at KTH. In 2011 he was appointed Zhiyuan Chair Professor and Qian Ren Scholar at Shanghai Jiao Tong University.

Lindquist is a member of the Royal Swedish Academy of Engineering Sciences (IVA), a Foreign Member of the Chinese Academy of Sciences (2015), an Honorary Member of Hungarian Operations Research Society, and a Foreign Member of Russian Academy of Natural Sciences. He is a Life Fellow of the IEEE, a Fellow of the Society for Industrial and Applied Mathematics and a Fellow of the International Federation of Automatic Control. He was awarded the SIGEST of the SIAM Review (2001) and the George S. Axelby Award of the IEEE Control Systems Society (2003). He was the Zaborszky Distinguished Lecturer in 2000 and the Distinguished Israel Pollak Lecturer in 2005 and 2006. He received the W. T. and Idalia Reid Prize in Mathematics in 2009 for his "fundamental contributions to the theory of stochastic systems, signals, and control" and an Honorary Doctorate (Doctor Scientiarum Honoris Causa) from The Technion in 2010.

Anders Lindquist is a Knight Commander of the Order of the Holy Sepulchre.