Indefinite-quadratic estimation and control: a unified approach to H 2 and H ∞ theories
Indefinite-quadratic estimation and control: a unified approach to H 2 and H ∞ theories
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DOI：
10.1137/1.9781611970760
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发表时间：
1999-05
期刊：
影响因子：
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通讯作者：
B. Hassibi;A. H. Sayed;T. Kailath
中科院分区：
文献类型：
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作者：
B. Hassibi;A. H. Sayed;T. Kailath
这个专著提出了一个统一的数学框架，广泛的问题，在估计和控制。作者讨论了两种最常用的方法：随机H^2方法和确定性（最坏情况）H∞方法。尽管这两种方法的原理存在根本差异，但作者发现，如果考虑不定度量空间，它们可以以相同的方式处理，并且本质上是相同的。详细讨论了这种统一的好处和后果，讨论了如何将众所周知的结果从H^2理论推广到H∞设置，以及新的结果和见解，新算法的开发以及自适应信号处理的应用。
This monograph presents a unified mathematical framework for a wide range of problems in estimation and control. The authors discuss the two most commonly used methodologies: the stochastic H^2 approach and the deterministic (worst-case) H∞ approach. Despite the fundamental differences in the philosophies of these two approaches, the authors have discovered that, if indefinite metric spaces are considered, they can be treated in the same way and are essentially the same. The benefits and consequences of this unification are pursued in detail, with discussions of how to generalize well-known results from H^2 theory to H∞ setting, as well as new results and insight, the development of new algorithms, and applications to adaptive signal processing.