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Time-variant and quasi-separable systems : matrix theory, recursions and computations /

Bibliographic Details
Main Authors: Dewilde, Patrick (Author), Diepold, Klaus (Author), Veen, Alle-Jan van der (Author)
Corporate Author: Cambridge University Press
Format: eBook
Language:English
Published: Cambridge ; New York, NY : Cambridge University Press, 2024.
Subjects:
Matrices.
Linear time invariant systems.
Separable algebras.
Mathematical optimization.
Computer algorithms.
Systèmes linéaires invariants dans le temps.
Algèbres séparables.
Optimisation mathématique.
Algorithmes.
algorithms.
Electronic books.
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • A first example : optimal quadratic tracking
  • Dynamical systems
  • LTV (quasi-separable) systems
  • System identification
  • State equivalence, state reduction
  • Elementary operations
  • Inner operators and external factorizations
  • Inner-outer factorization
  • Application : the Kalman filter
  • Polynomial representations
  • Quasi-separable Moore-Penrose inversion
  • LU (spectral) factorization
  • Matrix Schur interpolation
  • The scattering picture
  • Constrained interpolation
  • Constrained model reduction
  • Isometric embedding for causal contractions.