Optimal and Robust Estimation - Lewis, Frank L. (The University of Texas at Arlington, USA) a Xie, Lihua (Nanyang Technological University, Singapore) a Popa, Dan (University of Texas, Fort Worth, USA)

Reflects the developments in estimation theory and design techniques. This book covers the robust Kalman filter, H-infinity filtering, and H-infinity filtering of discrete-time systems. It includes examples that highlight practical applications of the theory and concepts.