Robust Estimation and Failure Detection

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Focusing on advanced signal processing and control, this monograph explores optimal estimators for uncertain signal and noise models alongside failure detection and isolation techniques. It highlights the evolution from traditional Wiener and Kalman filtering to more complex risk-sensitive control and estimation problems. By integrating these cutting-edge areas, the work aims to facilitate technology transfer in control engineering, addressing the rapid advancements and challenges in the discipline for broader dissemination among researchers.