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. https://resolver.caltech.edu/CaltechAUTHORS:20150223-074538319
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Abstract
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.
| Item Type: | Book Section | |||||||||
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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. | |||||||||
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| Series Name: | Operator Theory: Advances and Applications | |||||||||
| Issue or Number: | 87 | |||||||||
| DOI: | 10.1007/978-3-0348-9035-9_15 | |||||||||
| Record Number: | CaltechAUTHORS:20150223-074538319 | |||||||||
| Persistent URL: | https://resolver.caltech.edu/CaltechAUTHORS:20150223-074538319 | |||||||||
| Usage Policy: | No commercial reproduction, distribution, display or performance rights in this work are provided. | |||||||||
| ID Code: | 55085 | |||||||||
| Collection: | CaltechAUTHORS | |||||||||
| Deposited By: | Shirley Slattery | |||||||||
| Deposited On: | 28 Feb 2015 00:09 | |||||||||
| Last Modified: | 10 Nov 2021 20:41 |
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