Nonlinear Stochastic Systems with Incomplete Information

Nonlinear Stochastic Systems with Incomplete Information

Author: Bo Shen

Publisher: Springer Science & Business Media

Published: 2013-01-06

Total Pages: 255

ISBN-13: 1447149149

DOWNLOAD EBOOK

Nonlinear Stochastic Processes addresses the frequently-encountered problem of incomplete information. The causes of this problem considered here include: missing measurements; sensor delays and saturation; quantization effects; and signal sampling. Divided into three parts, the text begins with a focus on H∞ filtering and control problems associated with general classes of nonlinear stochastic discrete-time systems. Filtering problems are considered in the second part, and in the third the theory and techniques previously developed are applied to the solution of issues arising in complex networks with the design of sampled-data-based controllers and filters. Among its highlights, the text provides: • a unified framework for filtering and control problems in complex communication networks with limited bandwidth; • new concepts such as random sensor and signal saturations for more realistic modeling; and • demonstration of the use of techniques such as the Hamilton–Jacobi–Isaacs, difference linear matrix, and parameter-dependent matrix inequalities and sums of squares to handle the computational challenges inherent in these systems. The collection of recent research results presented in Nonlinear Stochastic Processes will be of interest to academic researchers in control and signal processing. Graduate students working with communication networks with lossy information and control of stochastic systems will also benefit from reading the book.


Book Synopsis Nonlinear Stochastic Systems with Incomplete Information by : Bo Shen

Download or read book Nonlinear Stochastic Systems with Incomplete Information written by Bo Shen and published by Springer Science & Business Media. This book was released on 2013-01-06 with total page 255 pages. Available in PDF, EPUB and Kindle. Book excerpt: Nonlinear Stochastic Processes addresses the frequently-encountered problem of incomplete information. The causes of this problem considered here include: missing measurements; sensor delays and saturation; quantization effects; and signal sampling. Divided into three parts, the text begins with a focus on H∞ filtering and control problems associated with general classes of nonlinear stochastic discrete-time systems. Filtering problems are considered in the second part, and in the third the theory and techniques previously developed are applied to the solution of issues arising in complex networks with the design of sampled-data-based controllers and filters. Among its highlights, the text provides: • a unified framework for filtering and control problems in complex communication networks with limited bandwidth; • new concepts such as random sensor and signal saturations for more realistic modeling; and • demonstration of the use of techniques such as the Hamilton–Jacobi–Isaacs, difference linear matrix, and parameter-dependent matrix inequalities and sums of squares to handle the computational challenges inherent in these systems. The collection of recent research results presented in Nonlinear Stochastic Processes will be of interest to academic researchers in control and signal processing. Graduate students working with communication networks with lossy information and control of stochastic systems will also benefit from reading the book.


Nonlinear Stochastic Control and Filtering with Engineering-oriented Complexities

Nonlinear Stochastic Control and Filtering with Engineering-oriented Complexities

Author: Guoliang Wei

Publisher: CRC Press

Published: 2016-09-15

Total Pages: 250

ISBN-13: 1498760759

DOWNLOAD EBOOK

Nonlinear Stochastic Control and Filtering with Engineering-oriented Complexities presents a series of control and filtering approaches for stochastic systems with traditional and emerging engineering-oriented complexities. The book begins with an overview of the relevant background, motivation, and research problems, and then: Discusses the robust stability and stabilization problems for a class of stochastic time-delay interval systems with nonlinear disturbances Investigates the robust stabilization and H∞ control problems for a class of stochastic time-delay uncertain systems with Markovian switching and nonlinear disturbances Explores the H∞ state estimator and H∞ output feedback controller design issues for stochastic time-delay systems with nonlinear disturbances, sensor nonlinearities, and Markovian jumping parameters Analyzes the H∞ performance for a general class of nonlinear stochastic systems with time delays, where the addressed systems are described by general stochastic functional differential equations Studies the filtering problem for a class of discrete-time stochastic nonlinear time-delay systems with missing measurement and stochastic disturbances Uses gain-scheduling techniques to tackle the probability-dependent control and filtering problems for time-varying nonlinear systems with incomplete information Evaluates the filtering problem for a class of discrete-time stochastic nonlinear networked control systems with multiple random communication delays and random packet losses Examines the filtering problem for a class of nonlinear genetic regulatory networks with state-dependent stochastic disturbances and state delays Considers the H∞ state estimation problem for a class of discrete-time complex networks with probabilistic missing measurements and randomly occurring coupling delays Addresses the H∞ synchronization control problem for a class of dynamical networks with randomly varying nonlinearities Nonlinear Stochastic Control and Filtering with Engineering-oriented Complexities describes novel methodologies that can be applied extensively in lab simulations, field experiments, and real-world engineering practices. Thus, this text provides a valuable reference for researchers and professionals in the signal processing and control engineering communities.


Book Synopsis Nonlinear Stochastic Control and Filtering with Engineering-oriented Complexities by : Guoliang Wei

Download or read book Nonlinear Stochastic Control and Filtering with Engineering-oriented Complexities written by Guoliang Wei and published by CRC Press. This book was released on 2016-09-15 with total page 250 pages. Available in PDF, EPUB and Kindle. Book excerpt: Nonlinear Stochastic Control and Filtering with Engineering-oriented Complexities presents a series of control and filtering approaches for stochastic systems with traditional and emerging engineering-oriented complexities. The book begins with an overview of the relevant background, motivation, and research problems, and then: Discusses the robust stability and stabilization problems for a class of stochastic time-delay interval systems with nonlinear disturbances Investigates the robust stabilization and H∞ control problems for a class of stochastic time-delay uncertain systems with Markovian switching and nonlinear disturbances Explores the H∞ state estimator and H∞ output feedback controller design issues for stochastic time-delay systems with nonlinear disturbances, sensor nonlinearities, and Markovian jumping parameters Analyzes the H∞ performance for a general class of nonlinear stochastic systems with time delays, where the addressed systems are described by general stochastic functional differential equations Studies the filtering problem for a class of discrete-time stochastic nonlinear time-delay systems with missing measurement and stochastic disturbances Uses gain-scheduling techniques to tackle the probability-dependent control and filtering problems for time-varying nonlinear systems with incomplete information Evaluates the filtering problem for a class of discrete-time stochastic nonlinear networked control systems with multiple random communication delays and random packet losses Examines the filtering problem for a class of nonlinear genetic regulatory networks with state-dependent stochastic disturbances and state delays Considers the H∞ state estimation problem for a class of discrete-time complex networks with probabilistic missing measurements and randomly occurring coupling delays Addresses the H∞ synchronization control problem for a class of dynamical networks with randomly varying nonlinearities Nonlinear Stochastic Control and Filtering with Engineering-oriented Complexities describes novel methodologies that can be applied extensively in lab simulations, field experiments, and real-world engineering practices. Thus, this text provides a valuable reference for researchers and professionals in the signal processing and control engineering communities.


Dynamics of Nonlinear Stochastic Systems

Dynamics of Nonlinear Stochastic Systems

Author: R. H. Kraichnan

Publisher: Sagwan Press

Published: 2018-02-07

Total Pages: 94

ISBN-13: 9781376983104

DOWNLOAD EBOOK

This work has been selected by scholars as being culturally important, and is part of the knowledge base of civilization as we know it. This work was reproduced from the original artifact, and remains as true to the original work as possible. Therefore, you will see the original copyright references, library stamps (as most of these works have been housed in our most important libraries around the world), and other notations in the work. This work is in the public domain in the United States of America, and possibly other nations. Within the United States, you may freely copy and distribute this work, as no entity (individual or corporate) has a copyright on the body of the work. As a reproduction of a historical artifact, this work may contain missing or blurred pages, poor pictures, errant marks, etc. Scholars believe, and we concur, that this work is important enough to be preserved, reproduced, and made generally available to the public. We appreciate your support of the preservation process, and thank you for being an important part of keeping this knowledge alive and relevant.


Book Synopsis Dynamics of Nonlinear Stochastic Systems by : R. H. Kraichnan

Download or read book Dynamics of Nonlinear Stochastic Systems written by R. H. Kraichnan and published by Sagwan Press. This book was released on 2018-02-07 with total page 94 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work has been selected by scholars as being culturally important, and is part of the knowledge base of civilization as we know it. This work was reproduced from the original artifact, and remains as true to the original work as possible. Therefore, you will see the original copyright references, library stamps (as most of these works have been housed in our most important libraries around the world), and other notations in the work. This work is in the public domain in the United States of America, and possibly other nations. Within the United States, you may freely copy and distribute this work, as no entity (individual or corporate) has a copyright on the body of the work. As a reproduction of a historical artifact, this work may contain missing or blurred pages, poor pictures, errant marks, etc. Scholars believe, and we concur, that this work is important enough to be preserved, reproduced, and made generally available to the public. We appreciate your support of the preservation process, and thank you for being an important part of keeping this knowledge alive and relevant.


Nonlinear Stochastic Systems with Network-Induced Phenomena

Nonlinear Stochastic Systems with Network-Induced Phenomena

Author: Jun Hu

Publisher: Springer

Published: 2014-07-21

Total Pages: 230

ISBN-13: 3319087118

DOWNLOAD EBOOK

This monograph introduces methods for handling filtering and control problems in nonlinear stochastic systems arising from network-induced phenomena consequent on limited communication capacity. Such phenomena include communication delay, packet dropout, signal quantization or saturation, randomly occurring nonlinearities and randomly occurring uncertainties. The text is self-contained, beginning with an introduction to nonlinear stochastic systems, network-induced phenomena and filtering and control, moving through a collection of the latest research results which focuses on the three aspects of: · the state-of-the-art of nonlinear filtering and control; · recent advances in recursive filtering and sliding mode control; and · their potential for application in networked control systems, and concluding with some ideas for future research work. New concepts such as the randomly occurring uncertainty and the probability-constrained performance index are proposed to make the network models as realistic as possible. The power of combinations of such recent tools as the completing-the-square and sums-of-squares techniques, Hamilton‒Jacobi‒Isaacs matrix inequalities, difference linear matrix inequalities and parameter-dependent matrix inequalities is exploited in treating the mathematical and computational challenges arising from nonlinearity and stochasticity. Nonlinear Stochastic Systems with Network-Induced Phenomena establishes a unified framework of control and filtering which will be of value to academic researchers in bringing structure to problems associated with an important class of networked system and offering new means of solving them. The significance of the new concepts, models and methods presented for practical control engineering and signal processing will also make it a valuable reference for engineers dealing with nonlinear control and filtering problems.


Book Synopsis Nonlinear Stochastic Systems with Network-Induced Phenomena by : Jun Hu

Download or read book Nonlinear Stochastic Systems with Network-Induced Phenomena written by Jun Hu and published by Springer. This book was released on 2014-07-21 with total page 230 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph introduces methods for handling filtering and control problems in nonlinear stochastic systems arising from network-induced phenomena consequent on limited communication capacity. Such phenomena include communication delay, packet dropout, signal quantization or saturation, randomly occurring nonlinearities and randomly occurring uncertainties. The text is self-contained, beginning with an introduction to nonlinear stochastic systems, network-induced phenomena and filtering and control, moving through a collection of the latest research results which focuses on the three aspects of: · the state-of-the-art of nonlinear filtering and control; · recent advances in recursive filtering and sliding mode control; and · their potential for application in networked control systems, and concluding with some ideas for future research work. New concepts such as the randomly occurring uncertainty and the probability-constrained performance index are proposed to make the network models as realistic as possible. The power of combinations of such recent tools as the completing-the-square and sums-of-squares techniques, Hamilton‒Jacobi‒Isaacs matrix inequalities, difference linear matrix inequalities and parameter-dependent matrix inequalities is exploited in treating the mathematical and computational challenges arising from nonlinearity and stochasticity. Nonlinear Stochastic Systems with Network-Induced Phenomena establishes a unified framework of control and filtering which will be of value to academic researchers in bringing structure to problems associated with an important class of networked system and offering new means of solving them. The significance of the new concepts, models and methods presented for practical control engineering and signal processing will also make it a valuable reference for engineers dealing with nonlinear control and filtering problems.


Filtering, Control and Fault Detection with Randomly Occurring Incomplete Information

Filtering, Control and Fault Detection with Randomly Occurring Incomplete Information

Author: Hongli Dong

Publisher: John Wiley & Sons

Published: 2013-06-13

Total Pages: 280

ISBN-13: 1118650972

DOWNLOAD EBOOK

In the context of systems and control, incomplete information refers to a dynamical system in which knowledge about the system states is limited due to the difficulties in modelling complexity in a quantitative way. The well-known types of incomplete information include parameter uncertainties and norm-bounded nonlinearities. Recently, in response to the development of network technologies, the phenomenon of randomly occurring incomplete information has become more and more prevalent. Filtering, Control and Fault Detection with Randomly Occurring Incomplete Information reflects the state-of-the-art of the research area for handling randomly occurring incomplete information from three interrelated aspects of control, filtering and fault detection. Recent advances in networked control systems and distributed filtering over sensor networks are covered, and application potential in mobile robotics is also considered. The reader will benefit from the introduction of new concepts, new models and new methodologies with practical significance in control engineering and signal processing. Key Features: Establishes a unified framework for filtering, control and fault detection problem for various discrete-time nonlinear stochastic systems with randomly occurring incomplete information Investigates several new concepts for randomly occurring phenomena and proposes a new system model to better describe network-induced problems Demonstrates how newly developed techniques can handle emerging mathematical and computational challenges Contains the latest research results Filtering, Control and Fault Detection with Randomly Occurring Incomplete Information provides a unified yet neat framework for control/filtering/fault-detection with randomly occurring incomplete information. It is a comprehensive textbook for graduate students and is also a useful practical research reference for engineers dealing with control, filtering and fault detection problems for networked systems.


Book Synopsis Filtering, Control and Fault Detection with Randomly Occurring Incomplete Information by : Hongli Dong

Download or read book Filtering, Control and Fault Detection with Randomly Occurring Incomplete Information written by Hongli Dong and published by John Wiley & Sons. This book was released on 2013-06-13 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the context of systems and control, incomplete information refers to a dynamical system in which knowledge about the system states is limited due to the difficulties in modelling complexity in a quantitative way. The well-known types of incomplete information include parameter uncertainties and norm-bounded nonlinearities. Recently, in response to the development of network technologies, the phenomenon of randomly occurring incomplete information has become more and more prevalent. Filtering, Control and Fault Detection with Randomly Occurring Incomplete Information reflects the state-of-the-art of the research area for handling randomly occurring incomplete information from three interrelated aspects of control, filtering and fault detection. Recent advances in networked control systems and distributed filtering over sensor networks are covered, and application potential in mobile robotics is also considered. The reader will benefit from the introduction of new concepts, new models and new methodologies with practical significance in control engineering and signal processing. Key Features: Establishes a unified framework for filtering, control and fault detection problem for various discrete-time nonlinear stochastic systems with randomly occurring incomplete information Investigates several new concepts for randomly occurring phenomena and proposes a new system model to better describe network-induced problems Demonstrates how newly developed techniques can handle emerging mathematical and computational challenges Contains the latest research results Filtering, Control and Fault Detection with Randomly Occurring Incomplete Information provides a unified yet neat framework for control/filtering/fault-detection with randomly occurring incomplete information. It is a comprehensive textbook for graduate students and is also a useful practical research reference for engineers dealing with control, filtering and fault detection problems for networked systems.


Variance-Constrained Multi-Objective Stochastic Control and Filtering

Variance-Constrained Multi-Objective Stochastic Control and Filtering

Author: Lifeng Ma

Publisher: John Wiley & Sons

Published: 2015-04-24

Total Pages: 320

ISBN-13: 1118929470

DOWNLOAD EBOOK

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


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 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


Dynamics of Nonlinear Stochastic Systems (Classic Reprint)

Dynamics of Nonlinear Stochastic Systems (Classic Reprint)

Author: Robert H. Kraichnan

Publisher: Forgotten Books

Published: 2016-10-20

Total Pages: 100

ISBN-13: 9781334016905

DOWNLOAD EBOOK

Excerpt from Dynamics of Nonlinear Stochastic Systems The closed statistical equations which characterize the models are obtained by averaging over an ensemble of realizations of the collection of coupled sys tems. When iteration expansions are generated for the averages of basic interest, it is found, using the collective representation, that the random couplings result in the cancellation of large classes of terms of all orders. The remain ing terms are identical with corresponding ones in the expansion.for the true problem (zero couplings). Although still of all orders, they have a sufficiently simple structure that their sum represents the exact solution of closed integral equations. About the Publisher Forgotten Books publishes hundreds of thousands of rare and classic books. Find more at www.forgottenbooks.com This book is a reproduction of an important historical work. Forgotten Books uses state-of-the-art technology to digitally reconstruct the work, preserving the original format whilst repairing imperfections present in the aged copy. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in our edition. We do, however, repair the vast majority of imperfections successfully; any imperfections that remain are intentionally left to preserve the state of such historical works.


Book Synopsis Dynamics of Nonlinear Stochastic Systems (Classic Reprint) by : Robert H. Kraichnan

Download or read book Dynamics of Nonlinear Stochastic Systems (Classic Reprint) written by Robert H. Kraichnan and published by Forgotten Books. This book was released on 2016-10-20 with total page 100 pages. Available in PDF, EPUB and Kindle. Book excerpt: Excerpt from Dynamics of Nonlinear Stochastic Systems The closed statistical equations which characterize the models are obtained by averaging over an ensemble of realizations of the collection of coupled sys tems. When iteration expansions are generated for the averages of basic interest, it is found, using the collective representation, that the random couplings result in the cancellation of large classes of terms of all orders. The remain ing terms are identical with corresponding ones in the expansion.for the true problem (zero couplings). Although still of all orders, they have a sufficiently simple structure that their sum represents the exact solution of closed integral equations. About the Publisher Forgotten Books publishes hundreds of thousands of rare and classic books. Find more at www.forgottenbooks.com This book is a reproduction of an important historical work. Forgotten Books uses state-of-the-art technology to digitally reconstruct the work, preserving the original format whilst repairing imperfections present in the aged copy. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in our edition. We do, however, repair the vast majority of imperfections successfully; any imperfections that remain are intentionally left to preserve the state of such historical works.


An Introduction to Optimal Control of FBSDE with Incomplete Information

An Introduction to Optimal Control of FBSDE with Incomplete Information

Author: Guangchen Wang

Publisher: Springer

Published: 2018-05-16

Total Pages: 116

ISBN-13: 3319790390

DOWNLOAD EBOOK

This book focuses on maximum principle and verification theorem for incomplete information forward-backward stochastic differential equations (FBSDEs) and their applications in linear-quadratic optimal controls and mathematical finance. ​Lots of interesting phenomena arising from the area of mathematical finance can be described by FBSDEs. Optimal control problems of FBSDEs are theoretically important and practically relevant. A standard assumption in the literature is that the stochastic noises in the model are completely observed. However, this is rarely the case in real world situations. The optimal control problems under complete information are studied extensively. Nevertheless, very little is known about these problems when the information is not complete. The aim of this book is to fill this gap. This book is written in a style suitable for graduate students and researchers in mathematics and engineering with basic knowledge of stochastic process, optimal control and mathematical finance.


Book Synopsis An Introduction to Optimal Control of FBSDE with Incomplete Information by : Guangchen Wang

Download or read book An Introduction to Optimal Control of FBSDE with Incomplete Information written by Guangchen Wang and published by Springer. This book was released on 2018-05-16 with total page 116 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book focuses on maximum principle and verification theorem for incomplete information forward-backward stochastic differential equations (FBSDEs) and their applications in linear-quadratic optimal controls and mathematical finance. ​Lots of interesting phenomena arising from the area of mathematical finance can be described by FBSDEs. Optimal control problems of FBSDEs are theoretically important and practically relevant. A standard assumption in the literature is that the stochastic noises in the model are completely observed. However, this is rarely the case in real world situations. The optimal control problems under complete information are studied extensively. Nevertheless, very little is known about these problems when the information is not complete. The aim of this book is to fill this gap. This book is written in a style suitable for graduate students and researchers in mathematics and engineering with basic knowledge of stochastic process, optimal control and mathematical finance.


Networked Nonlinear Stochastic Time-Varying Systems

Networked Nonlinear Stochastic Time-Varying Systems

Author: Hongli Dong

Publisher: CRC Press

Published: 2021-09-10

Total Pages: 278

ISBN-13: 1000433722

DOWNLOAD EBOOK

Networked Non-linear Stochastic Time-Varying Systems: Analysis and Synthesis copes with the filter design, fault estimation and reliable control problems for different classes of nonlinear stochastic time-varying systems with network-enhanced complexities. Divided into three parts, the book discusses the finite-horizon filtering, fault estimation and reliable control, and randomly occurring nonlinearities/uncertainties followed by designing of distributed state and fault estimators, and distributed filters. The third part includes problems of variance-constrained H∞ state estimation, partial-nodes-based state estimation and recursive filtering for nonlinear time-varying complex networks with randomly varying topologies, and random coupling strengths. Offers a comprehensive treatment of the topics related to Networked Nonlinear Stochastic Time-Varying Systems with rigorous math foundation and derivation Unifies existing and emerging concepts concerning control/filtering/estimation and distributed filtering Provides a series of latest results by drawing on the conventional theories of systems science, control engineering and signal processing Deal with practical engineering problems such as event triggered H∞ filtering, non-fragile distributed estimation, recursive filtering, set-membership filtering Demonstrates illustrative examples in each chapter to verify the correctness of the proposed results This book is aimed at engineers, mathematicians, scientists, and upper-level students in the fields of control engineering, signal processing, networked control systems, robotics, data analysis, and automation.


Book Synopsis Networked Nonlinear Stochastic Time-Varying Systems by : Hongli Dong

Download or read book Networked Nonlinear Stochastic Time-Varying Systems written by Hongli Dong and published by CRC Press. This book was released on 2021-09-10 with total page 278 pages. Available in PDF, EPUB and Kindle. Book excerpt: Networked Non-linear Stochastic Time-Varying Systems: Analysis and Synthesis copes with the filter design, fault estimation and reliable control problems for different classes of nonlinear stochastic time-varying systems with network-enhanced complexities. Divided into three parts, the book discusses the finite-horizon filtering, fault estimation and reliable control, and randomly occurring nonlinearities/uncertainties followed by designing of distributed state and fault estimators, and distributed filters. The third part includes problems of variance-constrained H∞ state estimation, partial-nodes-based state estimation and recursive filtering for nonlinear time-varying complex networks with randomly varying topologies, and random coupling strengths. Offers a comprehensive treatment of the topics related to Networked Nonlinear Stochastic Time-Varying Systems with rigorous math foundation and derivation Unifies existing and emerging concepts concerning control/filtering/estimation and distributed filtering Provides a series of latest results by drawing on the conventional theories of systems science, control engineering and signal processing Deal with practical engineering problems such as event triggered H∞ filtering, non-fragile distributed estimation, recursive filtering, set-membership filtering Demonstrates illustrative examples in each chapter to verify the correctness of the proposed results This book is aimed at engineers, mathematicians, scientists, and upper-level students in the fields of control engineering, signal processing, networked control systems, robotics, data analysis, and automation.


Performance Analysis and Synthesis for Discrete-Time Stochastic Systems with Network-Enhanced Complexities

Performance Analysis and Synthesis for Discrete-Time Stochastic Systems with Network-Enhanced Complexities

Author: Derui Ding

Publisher: CRC Press

Published: 2018-10-11

Total Pages: 249

ISBN-13: 0429880022

DOWNLOAD EBOOK

The book addresses the system performance with a focus on the network-enhanced complexities and developing the engineering-oriented design framework of controllers and filters with potential applications in system sciences, control engineering and signal processing areas. Therefore, it provides a unified treatment on the analysis and synthesis for discrete-time stochastic systems with guarantee of certain performances against network-enhanced complexities with applications in sensor networks and mobile robotics. Such a result will be of great importance in the development of novel control and filtering theories including industrial impact. Key Features Provides original methodologies and emerging concepts to deal with latest issues in the control and filtering with an emphasis on a variety of network-enhanced complexities Gives results of stochastic control and filtering distributed control and filtering, and security control of complex networked systems Captures the essence of performance analysis and synthesis for stochastic control and filtering Concepts and performance indexes proposed reflect the requirements of engineering practice Methodologies developed in this book include backward recursive Riccati difference equation approach and the discrete-time version of input-to-state stability in probability


Book Synopsis Performance Analysis and Synthesis for Discrete-Time Stochastic Systems with Network-Enhanced Complexities by : Derui Ding

Download or read book Performance Analysis and Synthesis for Discrete-Time Stochastic Systems with Network-Enhanced Complexities written by Derui Ding and published by CRC Press. This book was released on 2018-10-11 with total page 249 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book addresses the system performance with a focus on the network-enhanced complexities and developing the engineering-oriented design framework of controllers and filters with potential applications in system sciences, control engineering and signal processing areas. Therefore, it provides a unified treatment on the analysis and synthesis for discrete-time stochastic systems with guarantee of certain performances against network-enhanced complexities with applications in sensor networks and mobile robotics. Such a result will be of great importance in the development of novel control and filtering theories including industrial impact. Key Features Provides original methodologies and emerging concepts to deal with latest issues in the control and filtering with an emphasis on a variety of network-enhanced complexities Gives results of stochastic control and filtering distributed control and filtering, and security control of complex networked systems Captures the essence of performance analysis and synthesis for stochastic control and filtering Concepts and performance indexes proposed reflect the requirements of engineering practice Methodologies developed in this book include backward recursive Riccati difference equation approach and the discrete-time version of input-to-state stability in probability