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 an eye on. The authors talk about the 2 most ordinarily used methodologies: the stochastic H2 procedure and the deterministic (worst-case) H strategy. regardless of the basic modifications within the philosophies of those techniques, the authors have found that, if indefinite metric areas are thought of, they are often handled within the comparable means and are basically an analogous. the advantages and outcomes of this unification are pursued intimately, with discussions of ways to generalize recognized effects from H 2 idea to H atmosphere, in addition to new effects and perception, the advance of latest algorithms, and functions to adaptive sign processing.
The authors intentionally have positioned basic emphasis on estimation difficulties, which permit one to resolve the entire correct regulate difficulties intimately. in addition they deal typically with discrete-time platforms, considering that those are those most crucial in present functions.