Author : Lifeng Ma
Release : 2015-04-24
Genre : Mathematics
Kind : eBook
Book Rating : 470/5 ( reviews)
Book Synopsis Variance-Constrained Multi-Objective Stochastic Control and Filtering by : Lifeng Ma
Download or read book Variance-Constrained Multi-Objective Stochastic Control and Filtering written by Lifeng Ma. This book was released on 2015-04-24. 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