Accession Number : ADA308553

Title :   Studies in Estimation Theory, Applications and Implementation.

Descriptive Note : Final rept. 1 Feb 93-31 Oct 95,

Corporate Author : STANFORD UNIV CA DEPT OF ELECTRICAL ENGINEERING

Personal Author(s) : Kailath, Thomas

PDF Url : ADA308553

Report Date : OCT 1995

Pagination or Media Count : 28

Abstract : Research was continued in two different areas - fast algorithms exploiting dis placement structure and statespace estimation and adaptive filtering. In the first, the theory has been successfully extended to current problems in numerical linear algebra. These generally involve Vandermonde-and Cauchy-like matrices, as encountered frequently for example in polynomial and rational interpolation problems and in the recent fast multiple methods of V. Rokhlin. In contrast, control and signal processing problems involve Toeplitz and Hankel-like matrices.

Descriptors :   *ALGORITHMS, *ESTIMATES, SIGNAL PROCESSING, DISPLACEMENT, THEORY, POLYNOMIALS, INTERPOLATION, ADAPTIVE FILTERS.

Subject Categories : Numerical Mathematics

Distribution Statement : APPROVED FOR PUBLIC RELEASE