This book uses geometric techniques to develop both the theory and the algorithms behind many factorization, interpolation, and signal processing problems arising in engineering and operator theory Some 'new' algorithms based on finite section methods are presented Numerical examples using MATLAB are included INDICE: Preface.- I Basic Operator Theory.- 1 The Wold Decomposition.- 2 Toeplitz and Laurent Operators.- 3 Inner and Outer Functions.- 4 Rational Innerand Outer Functions.- 5 The Naimark Representation.- 6 The Rational Case.- IIFinite 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.
- ISBN: 978-3-0346-0291-4
- Editorial: Birkhaüser
- Encuadernacion: Cartoné
- Páginas: 444
- Fecha Publicación: 01/12/2009
- Nº Volúmenes: 1
- Idioma: Inglés