Indefinite Metric Spaces in Estimation, Control and Adaptive Filtering

  1. Table of contents.
  2. Chapter 1: Introduction.
  3. Chapter 2: Linear Estimation in Krein Spaces.
  4. Chapter 3: Finite Horizon H-infinity Filtering.
  5. Chapter 4: Further Applications.
  6. Chapter 5: Square-root Arrays and Chandrasekhar Recursions.
  7. Chapter 6: Duality and Control.
  8. Chapter 7: Infinite Horizon Results.
  9. Chapter 8: Asymptotic Behaviour.
  10. Chapter 9: H-infinity Optimality of the LMS Algorithm.
  11. Chapter 10: Robustness of Least-Squares Estimators.
  12. Chapter 11: H-infinity Adaptive Filtering.
  13. Chapter 12: Conclusions and Future Work.
  14. Bibliography.