Filtering theory. With applications to fault detection, isolation, and estimation.
zbMATH Open1116.93006MaRDI QIDQ855136FDOQ855136
Authors: Anton A. Stoorvogel, Ali Saberi, Peddapullaiah Sannuti 
Publication date: 3 January 2007
Published in: Systems \& Control: Foundations \& Applications (Search for Journal in Brave)
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Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Estimation and detection in stochastic control theory (93E10) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02)
Cited In (10)
- Transfer functions of optimum filters of different dynamic orders for discrete systems
- FIR stabilization in discrete one-sided model-matching problems
- Fundamental limitations in filtering and control
- A procedure for constructing optimum functional filters for linear stationary stochastic systems
- A linear algebraic approach to Datalog evaluation
- On the geometric and dynamic structures of the \({\mathcal H}_2\) optimal and \({\mathcal H}_\infty\) central controllers
- Unitary approximations in fault detection filter design
- A separation theorem for guaranteed \(H_2\) performance through matrix inequalities
- Comparative analysis of optimal filters of the second and third order for continuous-time systems
- Synthesis of suboptimal filters for multivariable multicriteria discrete systems
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