Indefinite Quadratic Estimation and Control Nigel Aston In a class by itself

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Indefinite Quadratic Estimation and Control Nigel Aston In a class by itselfThis monograph presents a unified mathematical framework for a wide range of problems in estimation control. The authors discuss the two most commonly used methodologies: the stochastic "H2" approach and the deterministic (worst case) "H*" approach. Despite the fundamental differences in the philosophies of these two approaches, the authors have discovered that, if indefinite metric spaces are considered, they can be treated in the same way, and are