ENGLISH

Indefinite-quadratic estimation and control: a unified approach to Hp2s and H [infinity] theories

By Babak Hassibi , Ali H. Sayed , Thomas Kailath

Book information

Publisher
Society for Industrial and Applied Mathematics
Year
1987
ISBN
9780898714111, 0898714117
LCC
QA402.3 .H354 1999
Open Library ID
OL17981489M
Language
english
Format
DJVU
Filesize
5 MB (5310768 bytes)
Series
SIAM studies in applied and numerical mathematics 16
Pages
574\574
Library
Kolxo3
DPI
300
Time added
2009-07-20 03:45:11

Description

This monograph presents a unified mathematical framework for a wide range of problems in estimation and control. The authors discuss the two most commonly used methodologies: the stochastic H2 approach and the deterministic (worst-case) H approach. Despite the fundamental differences in the philosophies of these two approaches, the authors have discovered that, if indefinite metric spaces are considered, they can be treated in the same way and are essentially the same. The benefits and consequences of this unification are pursued in detail, with discussions of how to generalize well-known results from H 2 theory to H setting, as well as new results and insight, the development of new algorithms, and applications to adaptive signal processing. The authors deliberately have placed primary emphasis on estimation problems, which enable one to solve all the relevant control problems in detail. They also deal mostly with discrete-time systems, since these are the ones most important in current applications.

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