Rami S. Mangoubi Knihy

Focusing on advanced signal processing and control, this monograph explores optimal estimators for uncertain signal and noise models alongside failure detection and isolation techniques. It highlights the evolution from traditional Wiener and Kalman filtering to more complex risk-sensitive control and estimation problems. By integrating these cutting-edge areas, the work aims to facilitate technology transfer in control engineering, addressing the rapid advancements and challenges in the discipline for broader dissemination among researchers.

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.