Abstract
AbstractIn this chapter, we introduce basic knowledge of Krein space and Krein space based optimization issues. The related techniques will serve as important mathematical tools in coping with optimal fault detection and estimation problems in LDTV systems in the later chapters. The basic concepts in Krein space and Krein space projection are first introduced. Then the minimization issues of indefinite quadratic form and partially deterministic quadratic form are reviewed, followed by the derivation of recursive computation algorithms in Krein spaces.
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