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Prediction-Error Approximation by Convex Optimization

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Modeling, Estimation and Control

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 364))

Abstract

This paper is dedicated to Giorgio Picci on the occasion of his 65th birthday. I have come to appreciate Giorgio not only as a great friend but also as a great scholar. When we first met at Brown University in 1973, he introduced me to his seminal paper [29] on splitting subspaces, which became the impetus for our joint work on the geometric theory of linear stochastic systems [23,24,25,26]. This led to a life-long friendship and a book project that never seemed to converge, but now is close to being finished [27].

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Author information

Authors and Affiliations

  1. Optimization and Systems Theory, Department of Mathematics, Royal Institute of Technology, SE-10044, Stockholm, Sweden

    Anders Lindquist

Authors
  1. Anders Lindquist
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Editor information

Editors and Affiliations

  1. Dipartimento di Tecnica e Gestione dei Sistemi Industriali, Università di Padova sede di Vicenza, stradella San Nicola, 3, I-36100, Vicenza, Italy

    Alessandro Chiuso

  2. Dipartimento di Ingegneria dell’Informazione, Università di Padova, via Gradenigo, 6/B, I-35131, Padova, Italy

    Stefano Pinzoni  & Augusto Ferrante  & 

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Lindquist, A. (2007). Prediction-Error Approximation by Convex Optimization. In: Chiuso, A., Pinzoni, S., Ferrante, A. (eds) Modeling, Estimation and Control. Lecture Notes in Control and Information Sciences, vol 364. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-73570-0_19

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  • DOI: https://doi.org/10.1007/978-3-540-73570-0_19

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-73569-4

  • Online ISBN: 978-3-540-73570-0

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