Algorithms and Theory in Filtering and Control (Mathematical Programming Studies)

The Duality Between Estimation And Control From A Variational Viewpoint: The Discrete Time Case -- The Conjugate Process In Stochastic Realization Theory -- A Hamiltonian Approach To The Factorization Of The Matrix Riccati Equation -- On Fast Computation Of Superdiagonal Padé Fractions -- Stochastic Control In Discrete Time And Applications To The Theory Of Production -- Square-root Information Filtering And Smoothing For Precision Orbit Determination -- Some Numerical Aspects Of Multivariable Systems Identification -- Using The Hessenberg Decomposition In Control Theory -- Algorithms For The Design Of Control Systems Subject To Singular Value Inequalities -- Collinear Scaling And Sequential Estimation In Sparse Optimization Algorithms. Edited By Danny C. Sorensen, Roger J. -b. Wets.