Variance-Constrained Multi-Objective Stochastic Control and Filtering
| By: | Lifeng Ma; Zidong Wang; Yuming Bo |
| Publisher: | Wiley Professional Development (P&T) |
| Print ISBN: | 9781118929490 |
| eText ISBN: | 9781118929469 |
| Edition: | 1 |
| Copyright: | 2015 |
| Format: | Reflowable |
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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