Robust Kalman Filtering for Signals and Systems with Large Uncertainties

• Continuous-time quadratic guaranteed cost filtering; discrete-time quadratic guaranteed cost filtering; continuous-time set valued state estimation and model validation; discrete-time set valued estimation and model validation; robust state estimation with discrete and continuous measurements; set valued state estimation with structured uncertainty; robust H-infinity filtering with structured uncertainty; robust fixed order H-infinity filtering; set valued state estimation for nonlinear uncertain systems; robust filtering applied to an induction motor.

"The book is primarily a research monograph which presents, in a unified fashion, some recent research on robust Kalman filtering. The book is intended for researchers in robust control and filtering theory, advanced postgraduate students, and engineers with an interest in applying the latest techniques of robust Kalman filtering. Robust Kalman filtering extends the Kalman filtering and the extended Kalman filtering to systems that contain uncertain parameters in addition to the usual white Gaussian noise... Several examples are given, showing the robust Kalman filters outperforming the regular Kalman filter or the extended Kalman filter. Each of the first ten chapters covers a specific topic, usually with a major theorem characterizing the robust filter followed by an example. The final chapter addresses its application to a particular problem." -Zentralblatt Math