Download E-books Indefinite-quadratic estimation and control: a unified approach to H² and H [infinity] theories PDF

By Babak Hassibi, Ali H. Sayed, Thomas Kailath

This monograph offers a unified mathematical framework for quite a lot of difficulties in estimation and keep watch over. The authors speak about the 2 most ordinarily used methodologies: the stochastic H2 technique and the deterministic (worst-case) H technique. regardless of the elemental variations within the philosophies of those ways, the authors have came upon that, if indefinite metric areas are thought of, they are often taken care of within the similar method and are basically an analogous. the advantages and outcomes of this unification are pursued intimately, with discussions of the way to generalize famous effects from H 2 conception to H surroundings, in addition to new effects and perception, the advance of recent algorithms, and functions to adaptive sign processing.

The authors intentionally have positioned fundamental emphasis on estimation difficulties, which allow one to unravel all of the proper regulate difficulties intimately. additionally they deal normally with discrete-time platforms, considering that those are those most crucial in present functions.

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