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Variance-Constrained Multi-Objective Stochastic Control and Filtering

Book Description

  • 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

Table of Contents

  1. Cover
  2. Wiley Series in Dynamics and Control of Electromechanical Systems
  3. Title Page
  4. Copyright
  5. Preface
  6. Series Preface
  7. Acknowledgements
  8. List of Abbreviations
  9. List of Figures
  10. Chapter 1: Introduction
    1. 1.1 Analysis and Synthesis of Nonlinear Stochastic Systems
    2. 1.2 Multi-Objective Control and Filtering with Variance Constraints
    3. 1.3 Outline
  11. Chapter 2: Robust H∞ Control with Variance Constraints
    1. 2.1 Problem Formulation
    2. 2.2 Stability, H∞ Performance, and Variance Analysis
    3. 2.3 Robust Controller Design
    4. 2.4 Numerical Example
    5. 2.5 Summary
  12. Chapter 3: Robust Mixed H2/H∞ Filtering
    1. 3.1 System Description and Problem Formulation
    2. 3.2 Algebraic Characterizations for Robust H2/H∞ Filtering
    3. 3.3 Robust H2/H∞ Filter Design Techniques
    4. 3.4 An Illustrative Example
    5. 3.5 Summary
  13. Chapter 4: Robust Variance-Constrained Filtering with Missing Measurements
    1. 4.1 Problem Formulation
    2. 4.2 Stability and Variance Analysis
    3. 4.3 Robust Filter Design
    4. 4.4 Numerical Example
    5. 4.5 Summary
  14. Chapter 5: Robust Fault-Tolerant Control with Variance Constraints
    1. 5.1 Problem Formulation
    2. 5.2 Stability and Variance Analysis
    3. 5.3 Robust Controller Design
    4. 5.4 Numerical Example
    5. 5.5 Summary
  15. Chapter 6: Robust H2 Sliding Mode Control
    1. 6.1 The System Model
    2. 6.2 Robust H2 Sliding Mode Control
    3. 6.3 Sliding Mode Controller
    4. 6.4 Numerical Example
    5. 6.5 Summary
  16. Chapter 7: Variance-Constrained Dissipative Control with Degraded Measurements
    1. 7.1 Problem Formulation
    2. 7.2 Stability, Dissipativity, and Variance Analysis
    3. 7.3 Observer-Based Controller Design
    4. 7.4 Numerical Example
    5. 7.5 Summary
  17. Chapter 8: Variance-Constrained H∞ Control with Multiplicative Noises
    1. 8.1 Problem Formulation
    2. 8.2 Stability, H∞ Performance, and Variance Analysis
    3. 8.3 Robust State Feedback Controller Design
    4. 8.4 Numerical Example
    5. 8.5 Summary
  18. Chapter 9: Robust H∞ Control with Variance Constraints: the Finite-Horizon Case
    1. 9.1 Problem Formulation
    2. 9.2 Performance Analysis
    3. 9.3 Robust Finite-Horizon Controller Design
    4. 9.4 Numerical Example
    5. 9.5 Summary
  19. Chapter 10: Error Variance-Constrained H∞ Filtering with Degraded Measurements: The Finite-Horizon Case
    1. 10.1 Problem Formulation
    2. 10.2 Performance Analysis
    3. 10.3 Robust Filter Design
    4. 10.4 Numerical Example
    5. 10.5 Summary
  20. Chapter 11: Mixed H2/H∞ Control with Randomly Occurring Nonlinearities: The Finite-Horizon Case
    1. 11.1 Problem Formulation
    2. 11.2 H∞ Performance
    3. 11.3 Mixed H2/H∞ Controller Design
    4. 11.4 Numerical Example
    5. 11.5 Summary
  21. Chapter 12: Mixed H2/H∞ Control with Markovian Jump Parameters and Probabilistic Sensor Failures: The Finite-Horizon Case
    1. 12.1 Problem Formulation
    2. 12.2 H∞ Performance
    3. 12.3 Mixed H2/H∞ Controller Design
    4. 12.4 Numerical Example
    5. 12.5 Summary
  22. Chapter 13: Robust Variance-Constrained H∞ Control with Randomly Occurring Sensor Failures: The Finite-Horizon Case
    1. 13.1 Problem Formulation
    2. 13.2 H∞ and Covariance Performance Analysis
    3. 13.3 Robust Finite-Horizon Controller Design
    4. 13.4 Numerical Example
    5. 13.5 Summary
  23. Chapter 14: Mixed H2/H∞ Control with Actuator Failures: the Finite-Horizon Case
    1. 14.1 Problem Formulation
    2. 14.2 H∞ Performance
    3. 14.3 Multi-Objective Controller Design
    4. 14.4 Numerical Example
    5. 14.5 Summary
  24. Chapter 15: Conclusions and Future Topics
    1. 15.1 Concluding Remarks
    2. 15.2 Future Research
  25. References
  26. Index
  27. End User License Agreement