Robust estimation and failure detection [electronic resource] : a concise treatment / Rami S. Mangoubi.

This work presents a concise treatment of robust estimation, with a thorough presentation of Kalman filtering. The robust game theoretic/ H? filtering theory is developed, making it possible to design estimators that are more general than Kalman filters and are robust to model uncertainties and rapi...

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Bibliographic Details
Online Access: Full Text (via Springer)
Main Author: Mangoubi, Rami
Format: Electronic eBook
Language:English
Published: London ; New York : Springer, ©1998.
Series:Advances in industrial control.
Subjects:
Table of Contents:
  • Introduction
  • Estimation and Failure Detection
  • an Overview
  • Discrete-Time Robust Estimation
  • Stochastic Interpretation of Robust Estimation: Risk Sensitivity
  • Robust Failure Detection and Isolation
  • Two Applications
  • Appendices.