Published 1994
| public
Book Section - Chapter
Recursive linear estimation in Krein spaces with applications to H∞ problems,
- Creators
-
Hassibi, Babak
- Sayed, Ali H.
- Kailath, Thomas
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.Additional details
- Eprint ID
- 55446
- Resolver ID
- CaltechAUTHORS:20150302-171722259
- Air Force Office of Scientific Research (AFOSR), Air Force Systems Command
- AFOSR91-0060
- Army Research Office
- DAAL03-89-K-0109
- Created
-
2015-03-04Created from EPrint's datestamp field
- Updated
-
2019-10-03Created from EPrint's last_modified field
- Series Name
- Mathematical Research
- Series Volume or Issue Number
- 79