Studies in Estimation Theory, Applications and Implementation

摘要

Research was continued in two different areas - fast algorithms exploiting displacement 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.