Variance-Constrained Multi-Objective Stochastic Control and Filtering
Variance-Constrained Multi-Objective Stochastic Control and Filtering By Lifeng Ma, Yuming Bo, Zidong Wang
2015 | 336 Pages | ISBN: 1118929497 | PDF (conv) | 19 MB
2015 | 336 Pages | ISBN: 1118929497 | PDF (conv) | 19 MB
Unifies existing and emerging concepts concerning multi–objective control and stochastic control with engineering–oriented phenomena Establishes a unified theoretical framework for control and filtering problems for a class of discrete–time nonlinear stochastic systems with consideration to performance Includes case studies of several nonlinear stochastic systems Investigates the phenomena of incomplete information, including missing/degraded measurements, actuator failures and sensor saturations Considers both time–invariant systems and time–varying systems Exploits newly developed techniques to handle the emerging mathematical and computational challenges