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

Ali Saberi, Anton A. Stoorvogel, Peddapullaiah Sannuti081764301X, 9780817645649, 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.

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Table of contents :
front-matter……Page 2
01……Page 15
02……Page 23
03……Page 40
04……Page 66
05……Page 204
06……Page 241
07……Page 304
08……Page 357
09……Page 392
10……Page 426
11……Page 559
12……Page 649
13……Page 678
14……Page 695
15……Page 703
back-matter……Page 719