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Published by Birkhauser Verlag AG, Basel, 2009
ISBN 10: 303460291X ISBN 13: 9783034602914
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Hardcover. Condition: new. Hardcover. In this monograph, we combine operator techniques with state space methods to solve factorization, spectral estimation, and interpolation problems arising in control and signal processing. We present both the theory and algorithms with some Matlab code to solve these problems. A classical approach to spectral factorization problems in control theory is based on Riccati equations arising in linear quadratic control theory and Kalman ?ltering. One advantage of this approach is that it readily leads to algorithms in the non-degenerate case. On the other hand, this approach does not easily generalize to the nonrational case, and it is not always transparent where the Riccati equations are coming from. Operator theory has developed some elegant methods to prove the existence of a solution to some of these factorization and spectral estimation problems in a very general setting. However, these techniques are in general not used to develop computational algorithms. In this monograph, we will use operator theory with state space methods to derive computational methods to solve factorization, sp- tral estimation, and interpolation problems. It is emphasized that our approach is geometric and the algorithms are obtained as a special application of the theory. We will present two methods for spectral factorization. One method derives al- rithms based on ?nite sections of a certain Toeplitz matrix. The other approach uses operator theory to develop the Riccati factorization method. Finally, we use isometric extension techniques to solve some interpolation problems. In this monograph, we combine operator techniques with state space methods to solve factorization, spectral estimation, and interpolation problems arising in control and signal processing. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
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Add to basketHardcover. Condition: Brand New. 587 pages. 9.50x7.00x1.50 inches. In Stock.
Language: English
Published by Birkhauser Verlag AG, 2009
ISBN 10: 303460291X ISBN 13: 9783034602914
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Condition: New. Series: Operator Theory: Advances and Applications. Num Pages: 442 pages, biography. BIC Classification: GPFC; PBKF; PDE. Category: (P) Professional & Vocational. Dimension: 239 x 173 x 28. Weight in Grams: 946. . 2009. Hardback. . . . .
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Language: English
Published by Birkhauser Verlag AG, 2009
ISBN 10: 303460291X ISBN 13: 9783034602914
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Condition: New. Series: Operator Theory: Advances and Applications. Num Pages: 442 pages, biography. BIC Classification: GPFC; PBKF; PDE. Category: (P) Professional & Vocational. Dimension: 239 x 173 x 28. Weight in Grams: 946. . 2009. Hardback. . . . . Books ship from the US and Ireland.
Language: English
Published by Birkhauser Verlag AG, Basel, 2009
ISBN 10: 303460291X ISBN 13: 9783034602914
Seller: AussieBookSeller, Truganina, VIC, Australia
Hardcover. Condition: new. Hardcover. In this monograph, we combine operator techniques with state space methods to solve factorization, spectral estimation, and interpolation problems arising in control and signal processing. We present both the theory and algorithms with some Matlab code to solve these problems. A classical approach to spectral factorization problems in control theory is based on Riccati equations arising in linear quadratic control theory and Kalman ?ltering. One advantage of this approach is that it readily leads to algorithms in the non-degenerate case. On the other hand, this approach does not easily generalize to the nonrational case, and it is not always transparent where the Riccati equations are coming from. Operator theory has developed some elegant methods to prove the existence of a solution to some of these factorization and spectral estimation problems in a very general setting. However, these techniques are in general not used to develop computational algorithms. In this monograph, we will use operator theory with state space methods to derive computational methods to solve factorization, sp- tral estimation, and interpolation problems. It is emphasized that our approach is geometric and the algorithms are obtained as a special application of the theory. We will present two methods for spectral factorization. One method derives al- rithms based on ?nite sections of a certain Toeplitz matrix. The other approach uses operator theory to develop the Riccati factorization method. Finally, we use isometric extension techniques to solve some interpolation problems. In this monograph, we combine operator techniques with state space methods to solve factorization, spectral estimation, and interpolation problems arising in control and signal processing. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
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Add to basketGebunden. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This book uses geometric techniques to develop both the theory and the algorithms behind many factorization, interpolation, and signal processing problems arising in engineering and operator theorySome new algorithms based on finite section meth.
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Add to basketCondition: New. Print on Demand pp. 444.
Seller: Biblios, Frankfurt am main, HESSE, Germany
Condition: New. PRINT ON DEMAND pp. 444.