Linear estimation in Krein spaces. I. Theory

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Control/observation systems in abstract spaces (93C25)

Cited In (40)

Event‐triggered fault estimation for discrete time‐varying systems subject to sector‐bounded nonlinearity: A Krein space based approach
On the condition number theory of the equality constrained indefinite least squares problem
Tradeoff between mean-square and worst-case performances in adaptive filtering. With a discussion by Ali H. Sayed and comments by the authors.
On the partial condition numbers for the indefinite least squares problem
Stochastic Wiener filter in the white noise space
A contribution to the conditioning theory of the indefinite least squares problems
Fault estimation for discrete time‐variant systems subject to actuator and sensor saturations
Krein-space based robust \(H_\infty\) fault estimation for two-dimensional uncertain linear discrete time-varying systems
USSOR method for solving the indefinite least squares problem
Operator least squares problems and Moore-Penrose inverses in Krein spaces
Convergence Analysis of a Family of Robust Kalman Filters Based on the Contraction Principle
Matrix representations of multivalued projections and least squares problems
A note on the hyperbolic singular value decomposition
Distributed fault detection and isolation for uncertain linear discrete time-varying heterogeneous multi-agent systems
Backward stability analysis of weighted linear least-squares problems
Robust detection and estimation in dynamic systems and statistical signal processing: intersections, parallel paths and applications
Estimation and control with bounded data uncertainties
Direct data-driven filter design for uncertain LTI systems with bounded noise
Regularization of an indefinite abstract interpolation problem with a quadratic constraint
Title not available (Why is that?)
\(H_\infty\) deconvolution filter design for uncertain linear discrete time-variant systems: a Krein space approach
State estimation of discrete-time systems with arbitrarily correlated noises
A contraction analysis of the convergence of risk-sensitive filters
Indefinite least-squares problems and pseudo-regularity
A separation theorem for stochastic singular linear quadratic control problem with partial information
Backward error and condition number analysis for the indefinite linear least squares problem
An energy-gain bounding approach to robust fuzzy identification
On mixed and componentwise condition numbers for indefinite least squares problem
Discrete \(J-\)spectral factorization.
Robust fusion filtering for multisensor time-varying uncertain systems: the finite horizon case
Preconditioned conjugate gradient methods for the solution of indefinite least squares problems
Linearised Estimate of the Backward Error for Equality Constrained Indefinite Least Squares Problems
An algorithm for solving the indefinite least squares problem with equality constraints
GuaranteedH? robustness bounds for Wiener filtering and prediction
A geometrical approach to indefinite least squares problems
Optimal estimator design for LTI systems with bounded noises, disturbances, and nonlinearities
Transient and asymptotic analysis of discrete-time \(H_\infty\)-filters
From Model-Based to Data-Driven Filter Design
Data-driven replay attack detection for unknown cyber-physical systems
On \(H_{\infty}\) fault estimator design for linear discrete time-varying systems under unreliable communication link

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