Filtering theory: with applications to fault detection, by Saberi A., Sannuti P., Stoorvogel A.A.

By Saberi A., Sannuti P., Stoorvogel A.A.

Filtering thought is primary to a large choice of disciplines, together with keep an eye on, communications, and sign processing. This monograph treats linear filtering and inverse filtering in a normal surroundings, proposing a state-of-the artwork view of H_2, H_8 and quite a few combined H_2 and H_8 filtering matters. functions also are handled. Key strengths of the booklet: - Develops a normal conception of H_2 filtering, H_2 behind schedule filtering, and H_2 inverse filtering or H_2 deconvolution in a wide framework with an entire research, in addition to synthesis features of clear out layout - Thorough exam of a number of hierarchically ordered layers of noise decoupled filtering difficulties, behind schedule filtering difficulties, and deconvolution difficulties less than a unmarried umbrella - Illustrates the applying of filtering concept to fault detection, isolation, and estimation - quite a few examples with MATLAB, finished bibliography, and index - Open difficulties The booklet will function a complicated graduate textual content for a direction in filtering in utilized arithmetic or electric engineering departments. it is going to even be a useful source for training engineers in undefined.

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Extra info for Filtering theory: with applications to fault detection, isolation, and estimation

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22)] associated with . Let n;1 ; n;2 ; : : : ; n; be the dimensions of the corresponding Jordan blocks. 23) If n;1 D n;2 D    D n; D 1, then we say  is a simple eigenvalue of A. s/ has n;i zeros in . 12 We note that algebraic multiplicity  satisfies  D n;1 C n;2 C    C n; : We recall next the following classic concepts of generalized eigenvectors and the eigenvector chain associated with an eigenvalue of a matrix. , k D 1) is the standard eigenvector associated with an eigenvalue of a matrix.

We next state some pertinent properties of the SCB of a linear system; each main property is stated in a subsection devoted to it. The properties discussed below are true for both continuous- and discrete-time systems. However, sometimes, for convenience of writing, we use the notations commonly used for continuoustime systems. The reader can easily decipher the corresponding notations for discrete-time systems. For clarity, whenever it is needed, we repeat our discussion for discrete-time systems.

C Xa01 D Xa ˚ Xa01 ˚ Xc ˚ Xd : Note that we will use later that the above structure results in a specific structure for A0aa , ! A B A 11 12 1 0 A0aa D ; Ba0 D ; 0 A22 B2 with " A11 0 ! # 0 A12 ; A22 B2 controllable. The eigenvalues of A11 are contained in the set of eigenvalues of A22 with at least the same geometric multiplicity. Finally, A22 is diagonalizable. 1. We give below some of these properties. 37 The normal rank of ˙ is equal to md C m0 . sI A/ 1 B C D. (ii) The normal rank of ˙ is equal to p if and only if ˙ is right invertible.

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