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Classification, Parameter Estimation and State Estimation, 2nd Edition by David M. J. Tax, Dick de Ridder, Ferdinand van der Heijden, Yaobin Zou, Ming Feng, Guangzhu Xu, Bangjun Lei

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ATopics Selected from Functional Analysis

This appendix summarizes some concepts from functional analysis. The concepts are part of the mathematical background required for understanding this book. Mathematical peculiarities not relevant in this context are omitted. Instead, at the end of the appendix references to more detailed treatments are given.

A.1 Linear Spaces

A linear space (or vector space) over a field F is a set R with elements (vectors) f, g, h, … equipped with two operations:

  • Addition (f + g): R × RR
  • Scalar multiplicationf with α ∈ F): F × RR

Usually, the field F is the set of real numbers or the set of complex numbers. The addition and the multiplication operation must satisfy the following axioms:

  1. f + g = g + f
  2. (f + g) + h = f + (g + h)
  3. a so-called zero element 0R exists such that f + 0 = f
  4. a negative elementf exists for each f such that f + ( − f) = 0
  5. α(f + g) = αf + αg
  6. (α + β)f = αf + βf
  7. (αβ)f = α(βf)
  8. 1f = f

A linear subspace S of a linear space R is a subset of R, which itself is linear. A condition sufficient and necessary for a subset SR to be linear is that αf + βgS for all f, gS and for all α, β ∈ F.

Examples is the set of ...

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