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Indefinite-quadratic estimation and control: a unified approach to H^2 and H∞ theories

Hassibi, Babak and Kailath, Thomas and Sayed, Ali H. (1999) Indefinite-quadratic estimation and control: a unified approach to H^2 and H∞ theories. SIAM studies in applied and numerical mathematics. Vol.16. Society for Industrial and Applied Mathematics , Philadelphia. ISBN 9780898714111 http://resolver.caltech.edu/CaltechAUTHORS:20150223-071907105

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Abstract

This monograph presents a unified mathematical framework for a wide range of problems in estimation and control. The authors discuss the two most commonly used methodologies: the stochastic H^2 approach and the deterministic (worst-case) H∞ approach. Despite the fundamental differences in the philosophies of these two approaches, the authors have discovered that, if indefinite metric spaces are considered, they can be treated in the same way and are essentially the same. The benefits and consequences of this unification are pursued in detail, with discussions of how to generalize well-known results from H^2 theory to H∞ setting, as well as new results and insight, the development of new algorithms, and applications to adaptive signal processing.


Item Type:Book
Related URLs:
URLURL TypeDescription
http://dx.doi.org/10.1137/1.9781611970760DOIBook
Subject Keywords: estimation, control, H2 theory, H∞ theory, indefinite metric space, Krein space, Hilbert space, state-space models, linear estimation, array algorithms, game theory
Record Number:CaltechAUTHORS:20150223-071907105
Persistent URL:http://resolver.caltech.edu/CaltechAUTHORS:20150223-071907105
Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:55079
Collection:CaltechAUTHORS
Deposited By: Shirley Slattery
Deposited On:04 Mar 2015 18:37
Last Modified:04 Mar 2015 18:37

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