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Ebook319 pages5 hours
Variance-Constrained Multi-Objective Stochastic Control and Filtering
By Lifeng Ma, Zidong Wang and Yuming Bo
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About this ebook
- 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
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