Recursive linear estimation in Krein spaces with applications to H∞ problems,

Abstract

We develop a self-contained theory for linear estimation in Krein space with applications in several areas such as H∞-filtering and control, game problems, risk sensitive control, and adaptive filtering.

Additional Information

© 1994 Akademie Verlag. This work was supported in part by the Air Force Office of Scientific Research, Air Force Systems Command under Contract AFOSR91-0060 and by the Army Research Office under contract DAAL03-89-K-0109.

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