Remarks on the origin of the displacement-rank concept

摘要

An account is given of how a relationship was found between some equations of Chandrasekhar for solving the Wiener-Hopf integral equations and the nonlinear Riccati differential equations encountered in linear least-squares estimation problems for systems described in state-space form. A paper by Casti, Kalaba, and Murthy (1972) provided the inspiration for seeking such a relationship and then extending it and applying it in many other fields, using the concept of displacement structure.