Böcker av Andrey V. Savkin

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.

This is a unified collection of important recent results for the design of robust controllers for uncertain systems, primarily based on H8 control theory or its stochastic counterpart, risk sensitive control theory. Two practical applications are used to illustrate the methods throughout.