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Inertia conditions for the minimization of quadratic forms in indefinite metric spaces

Sayed, Ali H. and Hassibi, Babak and Kailath, Thomas (1996) Inertia conditions for the minimization of quadratic forms in indefinite metric spaces. In: Recent Developments in Operator Theory and Its Applications. Operator Theory: Advances and Applications. No.87. Birkhäuser Basel , Basel, pp. 309-347. ISBN 978-3-7643-5413-8.

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Using results on indefinite metric space theory, two minimization problems are considered. Under a fundamental set of inertia conditions, a complete link between both solutions can be established. A very nice translation of prediction and filtering notions in the language of indefinite metric notions can be found. Applications to H^∞ filtering and approximate total least squares methods are presented.

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Additional Information:© 1996 Birkhäuser Basel. This work was supported in part by a grant from the National Science Foundation under award no. MIP-9409319, and by the Army Research Office under contract DAAL03-89-K-0109.
Funding AgencyGrant Number
Army Research OfficeDAAL03-89-K-0109
Series Name:Operator Theory: Advances and Applications
Issue or Number:87
Record Number:CaltechAUTHORS:20150223-074538319
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Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:55085
Deposited By: Shirley Slattery
Deposited On:28 Feb 2015 00:09
Last Modified:10 Nov 2021 20:41

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