Algorithms and Theory in Filtering and Control
Subtitle: Proceedings of the Workshop on Numberical Problems, Part 1
By: edited by Danny C. Sorensen, Roger J. -B. Wets
Contributors: Wets, Roger J.-B, editor
Series: Mathematical Programming Studies -- 18; Mathematical programming study -- 18.
Publisher: Springer Berlin Heidelberg
Published: 1982
Place of publication: Berlin, Heidelberg
Language: eng
ISBN-13: 9783642008481; 9783642008474
Subjects: Mathematics; Computer science; Mathematical optimization; Mathematics of Computing; Optimization
Table of contents: title: The duality between estimation and control from a variational viewpoint: The discrete time case; title: The conjugate process in stochastic realization theory; title: A Hamiltonian approach to the factorization of the matrix Riccati equation; title: On fast computation of superdiagonal Padé fractions; title: Stochastic control in discrete time and applications to the theory of production; title: Square-root information filtering and smoothing for precision orbit determination; title: Some numerical aspects of multivariable systems identification; title: Using the Hessenberg decomposition in control theory; title: Algorithms for the design of control systems subject to singular value inequalities; title: Collinear scaling and sequential estimation in sparse optimization algorithms.