Filtering Theory (eBook, PDF)

Filtering Theory (eBook, PDF)

With Applications to Fault Detection, Isolation, and Estimation

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The focus of this book is on filtering for linear processes, and its primary goal is to design linear stable unbiased filters that yield an estimation error with the lowest root-mean-square (RMS) norm. Various hierarchical classes of filtering problems are defined based on the availability of statistical knowledge regarding noise, disturbances, and other uncertainties.The authors employ a structural approach for several aspects of filter analysis and design, revealing an inherent freedom to incorporate other classical secondary engineering constraints in filter design. This approach requires a...

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