Filtering Theory: With Applications to Fault Detection, Isolation, and Estimation

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...