Indefinite-Quadratic Estimation and Control. A Unified Approach to H2 and H-infinity Theories (Studies in Applied and Numerical Mathematics, Vol. 16)

Hassibi, Babak, Sayed, Ali H., Kailath, Thomas

ISBN 10: 0898714117 / ISBN 13: 9780898714111

Editore: Society for Industrial and Applied Mathematics, 1987

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Codice articolo ZB1329868

Dati bibliografici

• Titolo: Indefinite-Quadratic Estimation and Control. A Unified Approach to H2 and H-infinity Theories (Studies in Applied and Numerical Mathematics, Vol. 16)
• Editore: Society for Industrial and Applied Mathematics
• Data di pubblicazione: 1987
• Lingua: Inglese
• ISBN 10: 0898714117
• ISBN 13: 9780898714111
• Rilegatura: Rilegato
• Condizione: Fine

Descrizione articolo

Riassunto

Presents a unified mathematical framework for a wide range of problems in estimation and control.

Contenuti

Preface; 1. Introduction and motivation; 2. Linear estimation in Krein spaces; 3. State-space models in Krein space; 4. Finite-horizon H8 filtering; 5. Array algorithms; 6. Several related problems; 7. H8 Optimality of the LMS algorithm; 8. Duality; 9. Finite-horizon control problems; 10. Input-output approach to H2 and H8 estimation; 11. Input-output approach to H2 and H8 control; 12. The discrete-time algebraic Riccati equation; 13. Infinite-Horizon results for state-space Models; 14. Asymptotic behavior; 15. Optimal H8 solutions; 16. Continuous-time results and final remarks; Bibliography; Index.