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 t...
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| Auteurs principaux: | , |
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| Formato: | Livre numérique |
| Idioma: | Anglais |
| Publicado em: |
Basel :
Birkhäuser Basel
[20..].
Cham : Springer Nature |
| Edição: | 1st ed. 2010. |
| Colecção: | Linear Operators and Linear Systems
204 |
| Acesso em linha: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • An operator perspective on signals and systems, Arthur E. Frazho, Wisuwat Bhosri, Basel, Birkhäuser, 2010, 1 vol. (IX-429 p.), Operator theory, 978-3-03-460291-4 • An Operator Perspective on Signals and Systems, Texte imprimé, 9783034602938 • An operator perspective on signals and systems, Arthur E. Frazho, Wisuwat Bhosri, Basel, Birkhäuser, 2010, 1 vol. (IX-429 p.), Operator theory, 978-3-03-460291-4 |
| Resumo: | 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 |
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| Descrição do item: | Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| ISBN: | 9783034602921 |
| ISSN: | 2504-3617 |
| Acesso: | Accès en ligne pour les établissements français bénéficiaires des licences nationales Accès soumis à abonnement pour tout autre établissement Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 |