Robust Estimation and Failure Detection: A Concise Treatment [Paperback]

This book introduces robust estimation and failure detection, with a thorough presentation of Kalman filtering and H-infinity filtering theory. These estimation techniques make it possible for engineers to design estimators that are more general and robust. The book also reviews the likelihood ratio method for failure detection and demonstrates how to design failure detectors that are sensitive to failures but insensitive to model variations. This book will give engineers a concise presentation of these important techniques, as well as an overview of important robust control developments of the last fifteen years.The series Advances in Industrial Control aims to report and encourage technology transfer in control engineering. The rapid development of control technology impacts all areas of the control discipline. New theory, new controllers, actuators, sensors, new industrial processes, computer methods, new applications, new philosophies ... , new challenges. Much of this development work resides in industrial reports, feasibility study papers and the reports of advanced collaborative projects. The series offers an opportunity for researchers to present an extended exposition of such new work in all aspects of industrial control for wider and rapid dissemination. This monograph brings together two of the most exciting areas of advanced signal processing and control. The first involves the development of optimal estimators for uncertain signal and noise models. The second is the subject of failure detection and isolation, which has considerable potential in a range of applications. The text provides a gradual build-up of ideas moving from traditional Wiener and Kalman fIltering to risk sensitive control and estimation problems.1 Introduction.- 2 Estimation and Failure Detection: An Overview.- 2.1 Introduction.- 2.2 Ever Since Wiener.- 2.2.1 Wiener and Kalman Filters.- 2.2.2 Beyond Linear Least Squares Estimation.- 2.2.3 Kalman Filter and Model Uncertainties.- 2.2.4 l3ã