A geometrical approach to indefinite least squares problems

Given Hilbert spaces ℋ and K, a (bounded) closed range operator C: ℋ → K and a vector y ∈ K, consider the following indefinite least squares problem: find u ∈ ℋ such that 〈 B(Cu-y), Cu-y 〉 =min x ∈ ℋ 〈B(Cx-y),Cx-y〉, where B:K → K is a bounded selfadjoint operator. This work is devoted to give necess...

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Autores principales: Giribet, J.I., Maestripieri, A., Martínez Pería, F.
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Acceso en línea:http://hdl.handle.net/20.500.12110/paper_01678019_v111_n1_p65_Giribet
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spelling todo:paper_01678019_v111_n1_p65_Giribet2023-10-03T15:05:21Z A geometrical approach to indefinite least squares problems Giribet, J.I. Maestripieri, A. Martínez Pería, F. Least squares Oblique projections Selfadjoint operators Weighted generalized inverses Analytical techniques Estimation problem Existence of Solutions Finite dimensional space Indefinite least squares Least Square Oblique projections Self adjoint operator Sufficient conditions Weighted generalized inverse Hilbert spaces Vector spaces Given Hilbert spaces ℋ and K, a (bounded) closed range operator C: ℋ → K and a vector y ∈ K, consider the following indefinite least squares problem: find u ∈ ℋ such that 〈 B(Cu-y), Cu-y 〉 =min x ∈ ℋ 〈B(Cx-y),Cx-y〉, where B:K → K is a bounded selfadjoint operator. This work is devoted to give necessary and sufficient conditions for the existence of solutions of this abstract problem. Although the indefinite least squares problem has been thoroughly studied in finite dimensional spaces, the geometrical approach presented in this manuscript is quite different from the analytical techniques used before. As an application we provide some new sufficient conditions for the existence of solutions of an ℋ∞ estimation problem. © 2009 Springer Science+Business Media B.V. JOUR info:eu-repo/semantics/openAccess http://creativecommons.org/licenses/by/2.5/ar http://hdl.handle.net/20.500.12110/paper_01678019_v111_n1_p65_Giribet
institution Universidad de Buenos Aires
institution_str I-28
repository_str R-134
collection Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA)
topic Least squares
Oblique projections
Selfadjoint operators
Weighted generalized inverses
Analytical techniques
Estimation problem
Existence of Solutions
Finite dimensional space
Indefinite least squares
Least Square
Oblique projections
Self adjoint operator
Sufficient conditions
Weighted generalized inverse
Hilbert spaces
Vector spaces
spellingShingle Least squares
Oblique projections
Selfadjoint operators
Weighted generalized inverses
Analytical techniques
Estimation problem
Existence of Solutions
Finite dimensional space
Indefinite least squares
Least Square
Oblique projections
Self adjoint operator
Sufficient conditions
Weighted generalized inverse
Hilbert spaces
Vector spaces
Giribet, J.I.
Maestripieri, A.
Martínez Pería, F.
A geometrical approach to indefinite least squares problems
topic_facet Least squares
Oblique projections
Selfadjoint operators
Weighted generalized inverses
Analytical techniques
Estimation problem
Existence of Solutions
Finite dimensional space
Indefinite least squares
Least Square
Oblique projections
Self adjoint operator
Sufficient conditions
Weighted generalized inverse
Hilbert spaces
Vector spaces
description Given Hilbert spaces ℋ and K, a (bounded) closed range operator C: ℋ → K and a vector y ∈ K, consider the following indefinite least squares problem: find u ∈ ℋ such that 〈 B(Cu-y), Cu-y 〉 =min x ∈ ℋ 〈B(Cx-y),Cx-y〉, where B:K → K is a bounded selfadjoint operator. This work is devoted to give necessary and sufficient conditions for the existence of solutions of this abstract problem. Although the indefinite least squares problem has been thoroughly studied in finite dimensional spaces, the geometrical approach presented in this manuscript is quite different from the analytical techniques used before. As an application we provide some new sufficient conditions for the existence of solutions of an ℋ∞ estimation problem. © 2009 Springer Science+Business Media B.V.
format JOUR
author Giribet, J.I.
Maestripieri, A.
Martínez Pería, F.
author_facet Giribet, J.I.
Maestripieri, A.
Martínez Pería, F.
author_sort Giribet, J.I.
title A geometrical approach to indefinite least squares problems
title_short A geometrical approach to indefinite least squares problems
title_full A geometrical approach to indefinite least squares problems
title_fullStr A geometrical approach to indefinite least squares problems
title_full_unstemmed A geometrical approach to indefinite least squares problems
title_sort geometrical approach to indefinite least squares problems
url http://hdl.handle.net/20.500.12110/paper_01678019_v111_n1_p65_Giribet
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AT maestripieria ageometricalapproachtoindefiniteleastsquaresproblems
AT martinezperiaf ageometricalapproachtoindefiniteleastsquaresproblems
AT giribetji geometricalapproachtoindefiniteleastsquaresproblems
AT maestripieria geometricalapproachtoindefiniteleastsquaresproblems
AT martinezperiaf geometricalapproachtoindefiniteleastsquaresproblems
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