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.
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