Introduction

Abstract

Generally speaking, the subjects of estimation and failure detection for dynamic systems are concerned with extracting information of interest about a dynamic plant or process. The objective is to estimate physical quantities related to the plant, as well as to determine whether any abrupt change or failure occured. The approach consists of processing measurements obtained from sensors and combining it with a priori information available from the plant’s dynamic model. One possible application is the monitoring of dynamic plants, such as vehicles, in order to estimate their position and velocity, and to detect plant failures. Another application is target tracking, where the objective is to follow targets and detect their maneuvers.