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Robust Estimation and Failure Detection A Concise Treatment

The series Advances in Industrial Control aims to report and encourage technology transfer in control engineering. The rapid development of control technology impacts all areas of the control discipline. New theory, new controllers, actuators, sensors, new industrial processes, computer methods, new...

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Bibliographic Details
Main Author: Mangoubi, Rami S.
Format: eBook
Language:English
Published: London Springer London 1998, 1998
Edition:1st ed. 1998
Series:Advances in Industrial Control
Subjects:
Computational Intelligence
Engineering Design
Control And Systems Theory
Control Engineering
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
Table of Contents:
  • 5.6 Summary
  • 6 Two Applications
  • 6.1 Introduction
  • 6.2 Application to an Underwater Vehicle
  • 6.3 Application to Reentry Vehicle attitude Control Systems
  • A The Kalman Filter
  • A.1 Problem Description
  • A.2 The One-Step Predictor
  • A.3 Measurement Update and the Filtered Estimate
  • A.4 Gaussian Disturbance
  • A.5 The Innovation Process
  • A.6 Linear Time-Invariant Systems
  • A.7 The Wiener Filter
  • A.8 Smoothing
  • A.8.1 Fixed-Interval Smoothing
  • A.8.2 Fixed-Point and Fixed-Lag Smoothing
  • A.9 The Extended Kaiman Filter (EKF)
  • A.10 Summary of Equations and Additional Remarks
  • B Outputs of Linear Systems and Their Quadratic Forms
  • B.1 Moments of Linear Systems Outputs
  • B.2 Probability Density Functions of Gaussian Quadratic Forms
  • C Continuous-Time Robust Estimation
  • C.1 Introduction
  • C.2 Problem Formulation
  • C.3 Derivation of the Estimator
  • C.4 Related Work
  • D Application Data
  • D.1 Underwater Vehicle Application
  • D.1.1 The Plant
  • 1 Introduction
  • 2 Estimation and Failure Detection: An Overview
  • 2.1 Introduction
  • 2.2 Ever Since Wiener
  • 2.3 Failure Detection and Isolation
  • 2.4 Summary
  • 3 Discrete-Time Robust Estimation
  • 3.1 Introduction
  • 3.2 Plants with an Uncertain Noise Model
  • 3.3 Plants with Uncertain Dynamics and Noise Model
  • 3.4 Extension to Steady State
  • 3.5 Robust Fixed-Interval Smoothing
  • 3.6 Numerical Examples
  • 3.7 Related Work
  • 4 Stochastic Interpretation of Robust Estimation: Risk Sensitivity
  • 4.1 Introduction
  • 4.2 The Risk Sensitive Optimal Estimation Problem
  • 4.3 Extension to Systems with Modeling Uncertainty
  • 4.4 Numerical Comparison of Error Density Functions
  • 4.5 Summary
  • 5 Robust Failure Detection and Isolation
  • 5.1 Introduction
  • 5.2 Problem Description
  • 5.3 A Likelihood Ratio Test with Robustness Properties
  • 5.4 Likelihood Ratio Tests and Plant Uncertainties
  • 5.5 FDI with Robustness to Failure Mode, Noise and Plant Uncertainties
  • D.1.2 Description of Robust Filter Design
  • D.2 Reentry Vehicle Application
  • D.2.1 The Plant
  • D.2.2 The Filters

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