Published February 1996
| Published
Journal Article
Open
Inertia properties of indefinite quadratic forms
- Creators
- Sayed, Ali H.
- Hassibi, Babak
- Kailath, Thomas
Abstract
We study the relation between the solutions of two estimation problems with indefinite quadratic forms. We show that a complete link between both solutions can be established by invoking a fundamental set of inertia conditions. While these inertia conditions are automatically satisfied in a standard Hilbert space setting, they nevertheless turn out to mark the differences between the two estimation problems in indefinite metric spaces. They also include, as special cases, the well-known conditions for the existence of H-infinity-filters and controlers.
Additional Information
© 1996 IEEE. Reprinted with permission. Manuscript received September 5, 1994. This work was supported by a Research Initiation Award from the National Science Foundation under Award MIP-9409319 and by the Army Research Office under Contract DAAL03-89-K-0109. The associate editor coordinating the review of this letter and approvmg it for publicatlon was Dr. T. S. Durrani.Attached Files
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Additional details
- Eprint ID
- 1637
- Resolver ID
- CaltechAUTHORS:SAYieeespl96
- NSF
- MIP-9409319
- Army Research Office (ARO)
- DAAL03-89-K-0109
- Created
-
2006-02-08Created from EPrint's datestamp field
- Updated
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2021-11-08Created from EPrint's last_modified field