Titlebook: An Operator Perspective on Signals and Systems; Arthur E. Frazho,Wisuwat Bhosri Book 2010 Birkhäuser Basel 2010 Factorization.Filtering.In

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Kalman and Wiener FilteringIn this chapter we will present a brief introduction to Kalman andWiener filtering. The main emphasis is to develop a connection between filtering theory and the Riccati equation.

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Tangential Nevanlinna-Pick InterpolationIn this chapter we will use the Naimark representation theorem, along with state space techniques to obtain a solution to a positive real tangential Nevanlinna-Pick interpolation problem.

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Contractive Nevanlinna-Pick InterpolationIn this chapter, we will use isometric realizations to solve a contractive tangential Nevanlinna-Pick interpolation problem. This chapter can be viewed as a contractive version or dual of the positive real Nevanlinna-Pick interpolation problem discussed in Chapter 12.

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Deference

Eulogy

The Rational Caseeory. Finally, we will present some classical ergodic theorems, and show how they can be used to estimate the unitary part in the Wold decomposition of a controllable isometric representation. Throughout we assume that . and . are finite dimensional.

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