Iterative minimization of quadratic functionals

DOI10.1007/BF01189019MaRDI QIDQ1901494zbMATH OpenFDO

Authors Irwin W. Sandberg

Publication date 8 December 1996

Published in Circuits, Systems, and Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01189019

zbMATH Keywords

contractiondiscrete time systemsfilteringgradient algorithmHilbert spacesquadratic optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Least squares and related methods for stochastic control systems (93E24)

Review text

The author considers the gradient algorithm for minimizing convex continuous quadratic functionals in Hilbert spaces. He shows that the algorithm with fixed stepsize converges whenever the stepsize is small enough, and motivates his result by some filtering problems that occur in the theory of discrete time systems.

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Cites work

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Cited in

(8)

• The asymptotic behaviour of the \(s\)-step method of steepest descent for minimizing a quadratic functional in Hilbert space
• Minimization of degenerate integral quadratic functionals
• Gradient method for non-uniformly convex functionals in Hilbert space
• scientific article; zbMATH DE number 996497 (Why is no real title available?)
• Gradient algorithms for quadratic optimization with fast convergence rates
• scientific article; zbMATH DE number 220318 (Why is no real title available?)
• scientific article; zbMATH DE number 5197127 (Why is no real title available?)
• Minimization of quadratic functionals on cones in Hilbert spaces

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