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Filtering Theory

With Applications to Fault Detection, Isolation, and Estimation

  • Book
  • © 2007

Overview

Editors:
  1. Ali Saberi

    1. School of Electrical Engineering and Computer Science, Washington State University, Pullman, USA

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  2. Anton A. Stoorvogel

    1. Department of Mathematics and Computer Science, Eindhoven University of Technology, MB Eindhoven, The Netherlands
      Department of Electrical Engineering Mathematics and Computer Science, Delft University of Technology, GA Delft, The Netherlands

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  3. Peddapullaiah Sannuti

    1. Department of Electrical and Computer Engineering, Rutgers University, Piscataway, USA

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  • Employs a structural approach to filter design, revealing an inherent freedom to incorporate other classical secondary engineering constraints into filter design
  • Develops powerful tools that may be used in several engineering applications besides filtering
  • Illustrates the application of filtering theory to fault detection, isolation, and estimation
  • For a broad audience of practicing engineers, graduate students, and researchers in filtering, signal processing, and control
  • May serve as an advanced graduate text for a course or a seminar in filtering theory in applied mathematics or engineering departments
  • No direct competition from other texts

Part of the book series: Systems & Control: Foundations & Applications (SCFA)

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Table of contents (15 chapters)

  1. Front Matter

    Pages i-xiv
    Download chapter PDF

  2. Introduction

    Pages 1-8

  3. Preliminaries

    Pages 9-25

  4. A special coordinate basis (SCB) of linear multivariable systems

    Pages 27-52

  5. Algebraic Riccati equations and matrix inequalities

    Pages 53-190

  6. Exact disturbance decoupling via state and full information feedback

    Pages 191-227

  7. Almost disturbance decoupling via state and full information feedback

    Pages 229-291

  8. Exact input-decoupling filters

    Pages 293-345

  9. Almost input-decoupled filtering under white noise input

    Pages 347-381

  10. Almost input-decoupled filtering without statistical assumptions on input

    Pages 383-409

  11. Optimally (suboptimally) input-decoupling filtering under white noise input—H2 filtering

    Pages 417-549

  12. Optimally (suboptimally) input-decoupled filtering without statistical information on the input-H∞ filtering

    Pages 551-640

  13. Generalized H2 suboptimally input-decoupled filtering

    Pages 641-669

  14. Generalized H∞ suboptimally input-decoupled filtering

    Pages 671-687

  15. Fault detection, isolation, and estimation—exact or almost fault estimation

    Pages 689-696

  16. Fault detection, isolation, and estimation—optimal fault estimation

    Pages 697-712

  17. Back Matter

    Pages 713-723
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Keywords

About this book

As soon as we (AS and PS) completed writing the book on H Optimal Con- 2 trol, another task of equal magnitude was laid to our charge. This task was to work on ?ltering and related topics. This book releases us from this charge. In this endeavor, we are fortunate to have found a capable person in our friend and colleague (AAS) who helped us release our burden. The subject of ?ltering is indeed vast and immense, much more so than the subject of H Optimal Control. In this work, we have tried to present what we 2 believe to be the fundamental issues of ?ltering. The book is not intended to give a chronological development of ?ltering from a historical point of view. A vast number of books already do so. Our intent here is to develop from our perspective the complete theory of ?ltering and various design methodologies associated with it along with their practical implementations. In this respect, we present here a state-of-the-art view of exact and almost input-decoupled ?ltering, H ,and H 2 1 ?ltering and inverse ?ltering issues, and include an application of ?ltering and inverse ?ltering to fault detection, isolation, and estimation. Most of the work reported here arose out of the research conducted by one or more of us and so- times in collaboration with our students and colleagues. Supposedly, young F.

Reviews

From the reviews:

The book can be recommended to graduate students and researchers in filtering, signal processing and control. –Zentralblatt Math

"This book is about filtering of white noise and finite energy type signals for finite-dimensional linear time-invariant system models. … This book is written for a mathematically mature reader with background in state space, geometric theory and filtering at least at the first year graduate level in engineering or applied mathematics." (Edwin Engin Yaz, Mathematical Reviews, Issue 2007 j)

"This book presents a comprehensive study of filtering theory from an essentially structural perspective. … this book appears particularly suited to scholars, scientists, and researchers. … the authors also address graduate students and practicing engineers." (Elena Zattoni, International Journal of Robust and Nonlinear Control, Vol. 19, 2009)

Editors and Affiliations

  • School of Electrical Engineering and Computer Science, Washington State University, Pullman, USA

    Ali Saberi

  • Department of Mathematics and Computer Science, Eindhoven University of Technology, MB Eindhoven, The Netherlands

    Anton A. Stoorvogel

  • Department of Electrical Engineering Mathematics and Computer Science, Delft University of Technology, GA Delft, The Netherlands

    Anton A. Stoorvogel

  • Department of Electrical and Computer Engineering, Rutgers University, Piscataway, USA

    Peddapullaiah Sannuti

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