Estimation, principal components and Hamiltonian systems
DOI10.1016/0167-6911(85)90005-2zbMath0607.93057MaRDI QIDQ1086216
Publication date: 1985
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6911(85)90005-2
Hamiltonian; symplectic geometry; critical points; adjoint action; complete integrability; least squares estimation
62H12: Estimation in multivariate analysis
57S25: Groups acting on specific manifolds
93E10: Estimation and detection in stochastic control theory
93C05: Linear systems in control theory
93E12: Identification in stochastic control theory
58E05: Abstract critical point theory (Morse theory, Lyusternik-Shnirel'man theory, etc.) in infinite-dimensional spaces
37J99: Dynamical aspects of finite-dimensional Hamiltonian and Lagrangian systems
32M05: Complex Lie groups, group actions on complex spaces
53C15: General geometric structures on manifolds (almost complex, almost product structures, etc.)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- An Analysis of the Total Least Squares Problem
- From time series to linear system. I: Finite dimensional linear time invariant systems
- Completely integrable systems, Euclidean Lie algebras, and curves
- On the variation in the cohomology of the symplectic form of the reduced phase space
- Defining the curvature of a statistical problem (with applications to second order efficiency)
- A formula for the curvature of the likelihood surface of a sample drawn from a distribution admitting sufficient statistics
- A completely integrable Hamiltonian system associated with line fitting in complex vector spaces
- Least-Squares Estimation, Linear Programming, and Momentum: A Geometric Parametrization of Local Minima
- Convexity and Commuting Hamiltonians
- On convexity, the Weyl group and the Iwasawa decomposition
- ON A PROPERTY OF DISTRIBUTIONS ADMITTING SUFFICIENT STATISTICS
- THE GEOMETRY OF ESTIMATION
- Doubly Stochastic Matrices and the Diagonal of a Rotation Matrix
- Tata lectures on theta. II: Jacobian theta functions and differential equations. With the collaboration of C. Musili, M. Nori, E. Previato, M. Stillman, and H. Umemura