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An Operator Perspective on Signals and Systems - Wisuwat Bhosri
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Wisuwat Bhosri:
An Operator Perspective on Signals and Systems - neues Buch

ISBN: 9783034602921

ID: 9783034602921

In this monograph, we combine operator techniques with state space methods to solve factorization, spectral estimation, and interpolation problems arising in control and signal processing. We present both the theory and algorithms with some Matlab code to solve these problems. A classical approach to spectral factorization problems in control theory is based on Riccati equations arising in linear quadratic control theory and Kalman ltering. One advantage of this approach is that it readily leads to algorithms in the non-degenerate case. On the other hand, this approach does not easily generalize to the nonrational case, and it is not always transparent where the Riccati equations are coming from. Operator theory has developed some elegant methods to prove the existence of a solution to some of these factorization and spectral estimation problems in a very general setting. However, these techniques are in general not used to develop computational algorithms. In this monograph, we will use operator theory with state space methods to derive computational methods to solve factorization, sp- tral estimation, and interpolation problems. It is emphasized that our approach is geometric and the algorithms are obtained as a special application of the theory. We will present two methods for spectral factorization. One method derives al- rithms based on nite sections of a certain Toeplitz matrix. The other approach uses operator theory to develop the Riccati factorization method. Finally, we use isometric extension techniques to solve some interpolation problems. An Operator Perspective on Signals and Systems: In this monograph, we combine operator techniques with state space methods to solve factorization, spectral estimation, and interpolation problems arising in control and signal processing. We present both the theory and algorithms with some Matlab code to solve these problems. A classical approach to spectral factorization problems in control theory is based on Riccati equations arising in linear quadratic control theory and Kalman ltering. One advantage of this approach is that it readily leads to algorithms in the non-degenerate case. On the other hand, this approach does not easily generalize to the nonrational case, and it is not always transparent where the Riccati equations are coming from. Operator theory has developed some elegant methods to prove the existence of a solution to some of these factorization and spectral estimation problems in a very general setting. However, these techniques are in general not used to develop computational algorithms. In this monograph, we will use operator theory with state space methods to derive computational methods to solve factorization, sp- tral estimation, and interpolation problems. It is emphasized that our approach is geometric and the algorithms are obtained as a special application of the theory. We will present two methods for spectral factorization. One method derives al- rithms based on nite sections of a certain Toeplitz matrix. The other approach uses operator theory to develop the Riccati factorization method. Finally, we use isometric extension techniques to solve some interpolation problems., Springer-Verlag Gmbh

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An Operator Perspective on Signals and Systems - Frazho, Arthur; Bhosri, Wisuwat
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Frazho, Arthur; Bhosri, Wisuwat:
An Operator Perspective on Signals and Systems - neues Buch

2009, ISBN: 3034602928

ID: 9783034602921

In englischer Sprache. Verlag: Springer Basel, In this monograph, we combine operator techniques with state space methods to solve factorization, spectral estimation, and interpolation problems arising in control and signal processing. We present both the theory and algorithms with some Matlab code to solve these problems. A classical approach to spectral factorization problems in control theory is based on Riccati equations arising in linear quadratic control theory and Kalman ?ltering. One advantage of this approach is that it readily leads to algorithms in the non-degenerate case. On the other hand, this approach does not easily generalize to the nonrational case, and it is not always transparent where the Riccati equations are coming from. Operator theory has developed some elegant methods to prove the existence of a solution to some of these factorization and spectral estimation problems in a very general setting. However, these techniques are in general not used to develop computational algorithms. In this monograph, we will use operator theory with state space methods to derive computational methods to solve factorization, sp- tral estimation, and interpolation problems. It is emphasized that our approach is geometric and the algorithms are obtained as a special application of the theory. We will present two methods for spectral factorization. One method derives al- rithms based on ?nite sections of a certain Toeplitz matrix. The other approach uses operator theory to develop the Riccati factorization method. Finally, we use isometric extension techniques to solve some interpolation problems. PC-PDF, 431 Seiten, XI Seiten, 431 Seiten, [GR: 9626 - Nonbooks, PBS / Mathematik/Analysis], [SW: - Mathematische Analysis, allgemein], [Ausgabe: 2010][PU:Springer Basel]

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An Operator Perspective on Signals and Systems - Arthur Frazho
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Arthur Frazho:
An Operator Perspective on Signals and Systems - neues Buch

ISBN: 9783034602921

ID: 9783034602921

Preface.- I Basic Operator Theory.- 1 The Wold Decomposition.- 2 Toeplitz and Laurent Operators.- 3 Inner and Outer Functions.- 4 Rational Inner and Outer Functions.- 5 The Naimark Representation.- 6 The Rational Case.- II Finite Section Techniques.- 7 The Levinson Algorithm and Factorization.- 8 Isometric Representations and Factorization.- 9 Signal Processing.- III Riccati Methods.- 10 Riccati Equations and Factorization.- 11 Kalman and Wiener Filtering.- IV Interpolation Theory.- 13 Contractive Nevanlinna-Pick Interpolation.- V Appendices.- 14 A Review of State Space.- 15 The Levinson Algorithm.- Index. An Operator Perspective on Signals and Systems: Preface.- I Basic Operator Theory.- 1 The Wold Decomposition.- 2 Toeplitz and Laurent Operators.- 3 Inner and Outer Functions.- 4 Rational Inner and Outer Functions.- 5 The Naimark Representation.- 6 The Rational Case.- II Finite Section Techniques.- 7 The Levinson Algorithm and Factorization.- 8 Isometric Representations and Factorization.- 9 Signal Processing.- III Riccati Methods.- 10 Riccati Equations and Factorization.- 11 Kalman and Wiener Filtering.- IV Interpolation Theory.- 13 Contractive Nevanlinna-Pick Interpolation.- V Appendices.- 14 A Review of State Space.- 15 The Levinson Algorithm.- Index. Factorization Filtering Interpolation Levinson algorithm MATLAB Operator theory Riccati equation Signal processing State space B Operator Theory Systems Theory, Control Computational Science and Engineering Mathematics and Statistics, Springer Basel

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An Operator Perspective on Signals and Systems - Arthur Frazho;  Wisuwat Bhosri
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Arthur Frazho; Wisuwat Bhosri:
An Operator Perspective on Signals and Systems - Erstausgabe

2009, ISBN: 9783034602921

ID: 21811151

[ED: 1], Auflage, eBook Download (PDF), eBooks, [PU: Birkhäuser Basel]

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An Operator Perspective on Signals and Systems - Arthur Frazho; Wisuwat Bhosri
Vergriffenes Buch, derzeit bei uns nicht verfügbar.
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Arthur Frazho; Wisuwat Bhosri:
An Operator Perspective on Signals and Systems - neues Buch

2009, ISBN: 9783034602921

ID: 21811151

2010, eBook Download (PDF), eBooks, [PU: Springer Basel]

Neues Buch Lehmanns.de
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