Robust estimation and failure detection: a concise treatment
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Abschlussarbeit Buch |
| Sprache: | German |
| Veröffentlicht: |
London ; Berlin ; Heidelberg ; New York ; Barcelona ; Budapest ;
Springer
1998
|
| Schriftenreihe: | Advances in industrial control
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XVII, 222 S. graph. Darst. |
| ISBN: | 3540762515 |
Internformat
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV011949484 | ||
| 003 | DE-604 | ||
| 005 | 20020419 | ||
| 007 | t | ||
| 008 | 980512s1998 gw d||| m||| 00||| ger d | ||
| 016 | 7 | |a 952828529 |2 DE-101 | |
| 020 | |a 3540762515 |c Gb. : DM 104.00 |9 3-540-76251-5 | ||
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| 100 | 1 | |a Mangoubi, Rami S. |d 1955- |e Verfasser |0 (DE-588)118128671 |4 aut | |
| 245 | 1 | 0 | |a Robust estimation and failure detection |b a concise treatment |c Rami S. Mangoubi |
| 264 | 1 | |a London ; Berlin ; Heidelberg ; New York ; Barcelona ; Budapest ; |b Springer |c 1998 | |
| 300 | |a XVII, 222 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Advances in industrial control | |
| 502 | |a Zugl.: Diss. | ||
| 650 | 4 | |a Linear control systems | |
| 650 | 0 | 7 | |a Kontrolltheorie |0 (DE-588)4032317-1 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Kalman-Filter |0 (DE-588)4130759-8 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Robuste Schätzung |0 (DE-588)4178265-3 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Zustandsschätzung |0 (DE-588)4129826-3 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Fehlererkennung |0 (DE-588)4133764-5 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Lineares System |0 (DE-588)4125617-7 |2 gnd |9 rswk-swf |
| 655 | 7 | |0 (DE-588)4113937-9 |a Hochschulschrift |2 gnd-content | |
| 689 | 0 | 0 | |a Lineares System |0 (DE-588)4125617-7 |D s |
| 689 | 0 | 1 | |a Fehlererkennung |0 (DE-588)4133764-5 |D s |
| 689 | 0 | 2 | |a Zustandsschätzung |0 (DE-588)4129826-3 |D s |
| 689 | 0 | 3 | |a Robuste Schätzung |0 (DE-588)4178265-3 |D s |
| 689 | 0 | 4 | |a Kalman-Filter |0 (DE-588)4130759-8 |D s |
| 689 | 0 | 5 | |a Kontrolltheorie |0 (DE-588)4032317-1 |D s |
| 689 | 0 | |5 DE-604 | |
| 856 | 4 | 2 | |m DNB Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008078968&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-008078968 | |
Datensatz im Suchindex
| _version_ | 1807773320111718400 |
|---|---|
| adam_text |
CONTENTS
PREFACE
IX
1
INTRODUCTION
1
2
ESTIMATION
AND
FAILURE
DETECTION:
AN
OVERVIEW
5
2.1
INTRODUCTION
.
5
2.2
EVER
SINCE
WIENER
.
6
2.2.1
WIENER
AND
KALMAN
FILTERS
.
7
2.2.2
BEYOND
LINEAR
LEAST
SQUARES
ESTIMATION
.
15
2.2.3
KALMAN
FILTER
AND
MODEL
UNCERTAINTIES
.
16
2.2.4
ROBUST
ESTIMATION
AND
THE
SMALL
GAIN
THEOREM
19
2.2.5
ROBUST
STABILITY
AND
ROBUST
PERFORMANCE
FOR
ES
TIMATION
.
24
2.2.6
FURTHER
DISCUSSION
ON
ROBUST
ESTIMATION
AND
CONTROL
.
25
2.2.7
RISK
SENSITIVE
CONTROL
AND
ESTIMATION
.
27
2.3
FAILURE
DETECTION
AND
ISOLATION
.
29
2.3.1
KALMAN
FILTERS
IN
FDI
ALGORITHMS:
THE
GLRT
.
30
2.3.2
NONADDITIVE
FAILURES
.
36
2.3.3
MODELING
UNCERTAINTIES
AND
FDI
ALGORITHMS
.
38
2.3.4
ROBUST
FAILURE
DETECTION
AND
ISOLATION
.
39
XIV
CONTENTS
2.4
SUMMARY
.
41
3
DISCRETE-TIME
ROBUST
ESTIMATION
43
3.1
INTRODUCTION
.
43
3.2
PLANTS
WITH
AN
UNCERTAIN
NOISE
MODEL
.
45
3.2.1
PROBLEM
FORMULATION
.
46
3.2.2
DERIVATION
OF
THE
ESTIMATOR
.
48
3.2.3
ESTIMATOR
PROPERTIES
.
53
3.2.4
ESTIMATOR
EQUATIONS
AND
DISCUSSION
.
57
3.3
PLANTS
WITH
UNCERTAIN
DYNAMICS
AND
NOISE
MODEL
.
58
3.3.1
PROBLEM
FORMULATION
.
59
3.3.2
DERIVATION
OF
THE
ESTIMATOR
.
64
3.3.3
ROBUST
ESTIMATOR
EQUATIONS
AND
DISCUSSION
.
68
3.4
EXTENSION
TO
STEADY
STATE
.
69
3.5
ROBUST
FIXED-INTERVAL
SMOOTHING
.
73
3.6
NUMERICAL
EXAMPLES
.
77
3.6.1
A
TWO-STATE
SYSTEM
.
78
3.6.2
ATTITUDE
DETERMINATION
.
80
3.7
RELATED
WORK
.
84
4
STOCHASTIC
INTERPRETATION
OF
ROBUST
ESTIMATION:
RISK
SENSITIVITY
85
4.1
INTRODUCTION
.
85
4.2
THE
RISK
SENSITIVE
OPTIMAL
ESTIMATION
PROBLEM
.
86
4.2.1
PROBLEM
FORMULATION
.
86
4.2.2
EQUIVALENCE
TO
GAME
THEORETIC
ESTIMATION
.
88
4.3
EXTENSION
TO
SYSTEMS
WITH
MODELING
UNCERTAINTY
.
90
4.4
NUMERICAL
COMPARISON
OF
ERROR
DENSITY
FUNCTIONS
.
92
4.5
SUMMARY
.
95
CONTENTS
XV
5
ROBUST
FAILURE
DETECTION
AND
ISOLATION
99
5.1
INTRODUCTION
.
99
5.2
PROBLEM
DESCRIPTION
.
100
5.2.1
GENERAL
DISCUSSION
AND
NOTATION
.
100
5.2.2
PROBLEM
FORMULATION
.
103
5.2.3
THE
FAILURE
MODEL
.
104
5.3
A
LIKELIHOOD
RATIO
TEST
WITH
ROBUSTNESS
PROPERTIES
.
.
107
5.4
LIKELIHOOD
RATIO
TESTS
AND
PLANT
UNCERTAINTIES
.
112
5.4.1
EXAMPLES:
UNDERWATER
VEHICLE
WITH
MODEL
UN
CERTAINTY
.
114
5.5
FDI
WITH
ROBUSTNESS
TO
FAILURE
MODE,
NOISE
AND
PLANT
UNCERTAINTIES
.
120
5.5.1
THE
DECISION
FUNCTION
.
121
5.5.2
ROBUST
ESTIMATOR
DESIGN
.
124
5.5.3
SUMMARY
OF
THE
ALGORITHM
.
128
5.6
SUMMARY
.
129
6
TWO
APPLICATIONS
131
6.1
INTRODUCTION
.
131
6.2
APPLICATION
TO
AN
UNDERWATER
VEHICLE
.
131
6.2.1
STRAIGHT
AND
LEVEL
CRUISE
.
132
6.2.2
MANEUVERS
.
134
6.3
APPLICATION
TO
REENTRY
VEHICLE
ATTITUDE
CONTROL
SYSTEMS
138
6.3.1
PROBLEM
DESCRIPTION
.
140
6.3.2
ROBUST
FDI
FILTER
ARCHITECTURE
.
142
6.3.3
RESULTS
.
143
6.3.4
SUMMARY
.
148
A
THE
KALMAN
FILTER
151
A.L
PROBLEM
DESCRIPTION
.
152
XVI
CONTENTS
A.2
THE
ONE-STEP
PREDICTOR
.
154
A.3
MEASUREMENT
UPDATE
AND
THE
FILTERED
ESTIMATE
.
157
A.4
GAUSSIAN
DISTURBANCE
.
159
A.
5
THE
INNOVATION
PROCESS
.
165
A.6
LINEAR
TIME-INVARIANT
SYSTEMS
.
167
A.
7
THE
WIENER
FILTER
.
170
A.8
SMOOTHING
.
172
A.
8.1
FIXED-INTERVAL
SMOOTHING
.
174
A.
8.2
FIXED-POINT
AND
FIXED-LAG
SMOOTHING
.
178
A.9
THE
EXTENDED
KALMAN
FILTER
(EKF)
.
179
A.
10
SUMMARY
OF
EQUATIONS
AND
ADDITIONAL
REMARKS
.
182
B
OUTPUTS
OF
LINEAR
SYSTEMS
AND
THEIR
QUADRATIC
FORMSL85
B.L
MOMENTS
OF
LINEAR
SYSTEMS
OUTPUTS
.
185
B.2
PROBABILITY
DENSITY
FUNCTIONS
OF
GAUSSIAN
QUADRATIC
FORMS
.
187
C
CONTINUOUS-TIME
ROBUST
ESTIMATION
191
C.L
INTRODUCTION
.
191
C.2
PROBLEM
FORMULATION
.
192
C.3
DERIVATION
OF
THE
ESTIMATOR
.
194
C.4
RELATED
WORK
.
198
D
APPLICATION
DATA
199
D.L
UNDERWATER
VEHICLE
APPLICATION
.
199
D.L.L
THE
PLANT
.
199
D.L.
2
DESCRIPTION
OF
ROBUST
FILTER
DESIGN
.
200
D.2
REENTRY
VEHICLE
APPLICATION
.
201
D.2.1
THE
PLANT
.
201
D.2.
2
THE
FILTERS
.
203
CONTENTS
BIBLIOGRAPHY
INDEX
XVII
207
218 |
| any_adam_object | 1 |
| author | Mangoubi, Rami S. 1955- |
| author_GND | (DE-588)118128671 |
| author_facet | Mangoubi, Rami S. 1955- |
| author_role | aut |
| author_sort | Mangoubi, Rami S. 1955- |
| author_variant | r s m rs rsm |
| building | Verbundindex |
| bvnumber | BV011949484 |
| callnumber-first | T - Technology |
| callnumber-label | TJ220 |
| callnumber-raw | TJ220 |
| callnumber-search | TJ220 |
| callnumber-sort | TJ 3220 |
| callnumber-subject | TJ - Mechanical Engineering and Machinery |
| classification_rvk | ZQ 5220 |
| classification_tum | MAT 625f |
| ctrlnum | (OCoLC)38430374 (DE-599)BVBBV011949484 |
| dewey-full | 629.8/32 |
| dewey-hundreds | 600 - Technology (Applied sciences) |
| dewey-ones | 629 - Other branches of engineering |
| dewey-raw | 629.8/32 |
| dewey-search | 629.8/32 |
| dewey-sort | 3629.8 232 |
| dewey-tens | 620 - Engineering and allied operations |
| discipline | Mathematik Mess-/Steuerungs-/Regelungs-/Automatisierungstechnik / Mechatronik |
| format | Thesis Book |
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| genre | (DE-588)4113937-9 Hochschulschrift gnd-content |
| genre_facet | Hochschulschrift |
| id | DE-604.BV011949484 |
| illustrated | Illustrated |
| indexdate | 2024-08-19T00:23:03Z |
| institution | BVB |
| isbn | 3540762515 |
| language | German |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-008078968 |
| oclc_num | 38430374 |
| open_access_boolean | |
| owner | DE-703 DE-91G DE-BY-TUM DE-706 DE-83 |
| owner_facet | DE-703 DE-91G DE-BY-TUM DE-706 DE-83 |
| physical | XVII, 222 S. graph. Darst. |
| publishDate | 1998 |
| publishDateSearch | 1998 |
| publishDateSort | 1998 |
| publisher | Springer |
| record_format | marc |
| series2 | Advances in industrial control |
| spelling | Mangoubi, Rami S. 1955- Verfasser (DE-588)118128671 aut Robust estimation and failure detection a concise treatment Rami S. Mangoubi London ; Berlin ; Heidelberg ; New York ; Barcelona ; Budapest ; Springer 1998 XVII, 222 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Advances in industrial control Zugl.: Diss. Linear control systems Kontrolltheorie (DE-588)4032317-1 gnd rswk-swf Kalman-Filter (DE-588)4130759-8 gnd rswk-swf Robuste Schätzung (DE-588)4178265-3 gnd rswk-swf Zustandsschätzung (DE-588)4129826-3 gnd rswk-swf Fehlererkennung (DE-588)4133764-5 gnd rswk-swf Lineares System (DE-588)4125617-7 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Lineares System (DE-588)4125617-7 s Fehlererkennung (DE-588)4133764-5 s Zustandsschätzung (DE-588)4129826-3 s Robuste Schätzung (DE-588)4178265-3 s Kalman-Filter (DE-588)4130759-8 s Kontrolltheorie (DE-588)4032317-1 s DE-604 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008078968&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Mangoubi, Rami S. 1955- Robust estimation and failure detection a concise treatment Linear control systems Kontrolltheorie (DE-588)4032317-1 gnd Kalman-Filter (DE-588)4130759-8 gnd Robuste Schätzung (DE-588)4178265-3 gnd Zustandsschätzung (DE-588)4129826-3 gnd Fehlererkennung (DE-588)4133764-5 gnd Lineares System (DE-588)4125617-7 gnd |
| subject_GND | (DE-588)4032317-1 (DE-588)4130759-8 (DE-588)4178265-3 (DE-588)4129826-3 (DE-588)4133764-5 (DE-588)4125617-7 (DE-588)4113937-9 |
| title | Robust estimation and failure detection a concise treatment |
| title_auth | Robust estimation and failure detection a concise treatment |
| title_exact_search | Robust estimation and failure detection a concise treatment |
| title_full | Robust estimation and failure detection a concise treatment Rami S. Mangoubi |
| title_fullStr | Robust estimation and failure detection a concise treatment Rami S. Mangoubi |
| title_full_unstemmed | Robust estimation and failure detection a concise treatment Rami S. Mangoubi |
| title_short | Robust estimation and failure detection |
| title_sort | robust estimation and failure detection a concise treatment |
| title_sub | a concise treatment |
| topic | Linear control systems Kontrolltheorie (DE-588)4032317-1 gnd Kalman-Filter (DE-588)4130759-8 gnd Robuste Schätzung (DE-588)4178265-3 gnd Zustandsschätzung (DE-588)4129826-3 gnd Fehlererkennung (DE-588)4133764-5 gnd Lineares System (DE-588)4125617-7 gnd |
| topic_facet | Linear control systems Kontrolltheorie Kalman-Filter Robuste Schätzung Zustandsschätzung Fehlererkennung Lineares System Hochschulschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008078968&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT mangoubiramis robustestimationandfailuredetectionaconcisetreatment |