Iterative minimization of quadratic functionals

DOI10.1007/BF01189019zbMath0853.65058MaRDI QIDQ1901494

Sandberg, Irwin W.

Publication date: 8 December 1996

Published in: Circuits, Systems, and Signal Processing (Search for Journal in Brave)

zbMATH Keywords

contractionHilbert spacesfilteringquadratic optimizationdiscrete time systemsgradient algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Least squares and related methods for stochastic control systems (93E24)

Cites Work

• Iterative Behandlung linearer Funktionalgleichungen
• On the Iteration of Transformations in Noncompact Minimal Dynamical Systems
• The solution by iteration of linear functional equations in Banach spaces
• A Class of Nonharmonic Fourier Series
• Real and functional analysis
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