Displacement Structure: Theory and Applications
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Publication:4856678
DOI10.1137/1037082zbMath0839.65028OpenAlexW1986676404MaRDI QIDQ4856678
Publication date: 2 June 1996
Published in: SIAM Review (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1037082
interpolationadaptive filteringKalman filteringstate-space modelsstructured matricesgeneralized Schur algorithmfast computational algorithmstriangular matrix factorizationmatrices with displacement structuretime-variant structures
Factorization of matrices (15A23) Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Least squares and related methods for stochastic control systems (93E24) Signal detection and filtering (aspects of stochastic processes) (60G35) Zeros of polynomials, rational functions, and other analytic functions of one complex variable (e.g., zeros of functions with bounded Dirichlet integral) (30C15) Linear operator methods in interpolation, moment and extension problems (47A57) Moment problems and interpolation problems in the complex plane (30E05) General systems theory (93A99) Direct numerical methods for linear systems and matrix inversion (65F05) Linear equations (linear algebraic aspects) (15A06) Model systems in control theory (93C99)
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