Algorithms and Theory in Filtering and Control

Inhaltsverzeichnis

• The duality between estimation and control from a variational viewpoint: The discrete time case.
• The conjugate process in stochastic realization theory.
• A Hamiltonian approach to the factorization of the matrix Riccati equation.
• On fast computation of superdiagonal Padé fractions.
• Stochastic control in discrete time and applications to the theory of production.
• Square-root information filtering and smoothing for precision orbit determination.
• Some numerical aspects of multivariable systems identification.
• Using the Hessenberg decomposition in control theory.
• Algorithms for the design of control systems subject to singular value inequalities.
• Collinear scaling and sequential estimation in sparse optimization algorithms.