EAN: 9781461272090

CONTROL ENGINEERING ROBUST KALMAN FILTERING F...

A significant shortcoming of the state space control theory that emerged in the 1960s was its
lack of concern for the issue of robustness. However  in the design of feedback control systems
robustness is a critical issue. These facts led to great activity in the research area of
robust control theory. One of the major developments of modern control theory was the Kalman
Filter and hence the development of a robust version of the Kalman Filter has become an active
area of research. Although the issue of robustness in filtering is not as critical as in
feedback control (where there is always the issue of instability to worry about)  research on
robust filtering and state estimation has remained very active in recent years. However 
although numerous books have appeared on the topic of Kalman filtering  this book is one of the
first to appear on robust Kalman filtering. Most of the material presented in this book derives
from a period of research collaboration between the authors from 1992 to 1994. However  its
origins go back earlier than that. The first author (LR. P. ) became in terested in problems of
robust filtering through his research collaboration with Dr. Duncan McFarlane. At this time 
Dr. McFarlane was employed at the Melbourne Research Laboratories ofBHP Ltd.   a large
Australian min erals  resources  and steel processing company.

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