首页 | 本学科首页   官方微博 | 高级检索  
     


On factoring the polyvariance operator
Authors:William A. Porter
Affiliation:(1) Department of Electrical Engineering, Louisiana State University, 70803 Baton Rouge, LA, USA
Abstract:The minimum phase factorization of bounded Hermitian operators (covariance operators) is an essential ingredient in linear filtering and stochastic control. In a recent article the author studied an analogous class of polynomic filtering and stochastic control problems. The present study uses the concept of a Hilbert scale to establish a minimum phase factorization procedure for the polynomic setting. The linear theory is carried over in its entirety.Supported in part by the US Air Force Office of Scientific Research under Grant No. 78-3500 and the National Science Foundation under Grant 78/8871.
Keywords:
本文献已被 SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号