Linear estimation in Krein spaces. I. Theory
From MaRDI portal
Publication:4875950
DOI10.1109/9.481605zbMath0862.93055OpenAlexW2086691538MaRDI QIDQ4875950
Ali H. Sayed, Thomas Kailath, Babak Hassibi
Publication date: 28 April 1996
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://resolver.caltech.edu/CaltechAUTHORS:HASieeetac96a
Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Control/observation systems in abstract spaces (93C25)
Related Items
Backward error and condition number analysis for the indefinite linear least squares problem, A contribution to the conditioning theory of the indefinite least squares problems, Tradeoff between mean-square and worst-case performances in adaptive filtering. With a discussion by Ali H. Sayed and comments by the authors., Krein-space based robust \(H_\infty\) fault estimation for two-dimensional uncertain linear discrete time-varying systems, A separation theorem for stochastic singular linear quadratic control problem with partial information, An energy-gain bounding approach to robust fuzzy identification, Estimation and control with bounded data uncertainties, On the partial condition numbers for the indefinite least squares problem, Transient and asymptotic analysis of discrete-time \(H_\infty\)-filters, Matrix representations of multivalued projections and least squares problems, Direct data-driven filter design for uncertain LTI systems with bounded noise, Event‐triggered fault estimation for discrete time‐varying systems subject to sector‐bounded nonlinearity: A Krein space based approach, Fault estimation for discrete time‐variant systems subject to actuator and sensor saturations, Stochastic Wiener filter in the white noise space, GuaranteedH? robustness bounds for Wiener filtering and prediction, Distributed fault detection and isolation for uncertain linear discrete time-varying heterogeneous multi-agent systems, Optimal estimator design for LTI systems with bounded noises, disturbances, and nonlinearities, Convergence Analysis of a Family of Robust Kalman Filters Based on the Contraction Principle, On mixed and componentwise condition numbers for indefinite least squares problem, On \(H_{\infty}\) fault estimator design for linear discrete time-varying systems under unreliable communication link, Preconditioned conjugate gradient methods for the solution of indefinite least squares problems, Backward stability analysis of weighted linear least-squares problems, Robust fusion filtering for multisensor time-varying uncertain systems: the finite horizon case, Robust detection and estimation in dynamic systems and statistical signal processing: intersections, parallel paths and applications, An algorithm for solving the indefinite least squares problem with equality constraints, Discrete \(J-\)spectral factorization., A geometrical approach to indefinite least squares problems, \(H_\infty\) deconvolution filter design for uncertain linear discrete time-variant systems: a Krein space approach, Operator least squares problems and Moore-Penrose inverses in Krein spaces, State estimation of discrete-time systems with arbitrarily correlated noises, On the condition number theory of the equality constrained indefinite least squares problem, A Contraction Analysis of the Convergence of Risk-Sensitive Filters, Linearised Estimate of the Backward Error for Equality Constrained Indefinite Least Squares Problems, From Model-Based to Data-Driven Filter Design, A note on the hyperbolic singular value decomposition, Indefinite least-squares problems and pseudo-regularity, Regularization of an indefinite abstract interpolation problem with a quadratic constraint, USSOR method for solving the indefinite least squares problem