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