Filtering theory: with applications to fault detection, isolation, and estimation

Saberi A., Sannuti P., Stoorvogel A.A.0817645640, 081764301X, 9780817643010

Filtering theory is central to a wide variety of disciplines, including control, communications, and signal processing. This monograph treats linear filtering and inverse filtering in a general setting, presenting a state-of-the art view of H_2, H_8 and a variety of mixed H_2 and H_8 filtering issues. Applications are also treated. Key strengths of the book: – Develops a general theory of H_2 filtering, H_2 delayed filtering, and H_2 inverse filtering or H_2 deconvolution in a broad framework with a complete analysis, as well as synthesis aspects of filter design – Thorough examination of several hierarchically ordered layers of noise decoupled filtering problems, delayed filtering problems, and deconvolution problems under a single umbrella – Illustrates the application of filtering theory to fault detection, isolation, and estimation – Numerous examples with MATLAB, comprehensive bibliography, and index – Open problems The book will serve as an advanced graduate text for a course in filtering in applied mathematics or electrical engineering departments. It will also be an invaluable resource for practicing engineers in industry.