Variance-Constrained Multi-Objective Stochastic Control and Filtering
Author | : Lifeng Ma |
Publisher | : John Wiley & Sons |
Total Pages | : 320 |
Release | : 2015-04-24 |
ISBN-10 | : 9781118929476 |
ISBN-13 | : 1118929470 |
Rating | : 4/5 (470 Downloads) |
Download or read book Variance-Constrained Multi-Objective Stochastic Control and Filtering written by Lifeng Ma and published by John Wiley & Sons. This book was released on 2015-04-24 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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