Variance-Constrained Multi-Objective Stochastic Control and Filtering

ebook Wiley in Dynamics and Control of Electromechanical Systems

By Lifeng Ma

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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
  • Variance-Constrained Multi-Objective Stochastic Control and Filtering