Variance-Constrained Multi-Objective Stochastic Control and Filtering

Variance-Constrained Multi-Objective Stochastic Control and Filtering

Lifeng Ma , Zidong Wang , Yuming Bo
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Jun 15, 2015 · الإنجليزية · غلاف صلب (336 صفحات)
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تنسيق غلاف صلب
صفحات 336
لغة الإنجليزية
منشور Jun 15, 2015
الناشر WILEY
رقم ISBN-10 1118929497
رقم ISBN-13 9781118929490

الوصف

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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