Variance-Constrained Multi-Objective Stochastic Control and Filtering

Variance-Constrained Multi-Objective Stochastic Control and Filtering

Author: Zidong Wang, Lifeng Ma, Yuming Bo
Publisher: Wiley
Edition: 1
Published date: 2015
ISBN: 9781118929490

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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

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