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 · 英语 · 精装书 (336 页数)
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书籍详情

格式 精装书
页数 336
语言 英语
已发布 Jun 15, 2015
出版商 WILEY
ISBN-10 1118929497
ISBN-13 9781118929490

描述

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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