Variance-Constrained Multi-Objective Stochastic Control and Filtering

Variance-Constrained Multi-Objective Stochastic Control and Filtering

by Lifeng MaYuming Bo and Zidong Wang
Epub (Kobo), Epub (Adobe)
Publication Date: 18/05/2016

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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

ISBN:
9781118929469
9781118929469
Category:
Numerical analysis
Format:
Epub (Kobo), Epub (Adobe)
Publication Date:
18-05-2016
Language:
English
Publisher:
Wiley

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