Published 1996
| Submitted
Book Section - Chapter
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Inertia conditions for the minimization of quadratic forms in indefinite metric spaces
- Creators
- Sayed, Ali H.
-
Hassibi, Babak
- Kailath, Thomas
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.
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.Attached Files
Submitted - Inertia_Conditions_for_the_Minimization_of_Quadratic_Forms_in_Indefinite_Metric_Spaces.pdf
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Inertia_Conditions_for_the_Minimization_of_Quadratic_Forms_in_Indefinite_Metric_Spaces.pdf
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Additional details
- Eprint ID
- 55085
- Resolver ID
- CaltechAUTHORS:20150223-074538319
- MIP-9409319
- NSF
- DAAL03-89-K-0109
- Army Research Office
- Created
-
2015-02-28Created from EPrint's datestamp field
- Updated
-
2021-11-10Created from EPrint's last_modified field
- Series Name
- Operator Theory: Advances and Applications
- Series Volume or Issue Number
- 87