Variance-Constrained Multi-Objective Stochastic Control and Filtering

Nonfiction, Science & Nature, Mathematics
Cover of the book Variance-Constrained Multi-Objective Stochastic Control and Filtering by Lifeng Ma, Zidong Wang, Yuming Bo, Wiley
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Author: Lifeng Ma, Zidong Wang, Yuming Bo ISBN: 9781118929469
Publisher: Wiley Publication: April 27, 2015
Imprint: Wiley Language: English
Author: Lifeng Ma, Zidong Wang, Yuming Bo
ISBN: 9781118929469
Publisher: Wiley
Publication: April 27, 2015
Imprint: Wiley
Language: English
  • 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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