Variance-Constrained Multi-Objective Stochastic Control and Filtering

Index

1. actuator failures
2. actuator saturation
3. algebraic Riccati equality
4. asymptotically stable
5. augmented system
6. auxiliary minimization problem
7. auxiliary system
8.  
9. backward recursion
10. Bernoulli distributed
11. bilinear systems
12. bounded real lemma
13.  
14. closed-loop systems
15. completing squares method
16. cone complementarity linearization (CCL)
17. congruence transformation
18. continuous-time system
19. control
20. control dependent noises
21. convex optimization
22. cost function
23. coupled Riccati equations
24. covariance constraints
25. covariance control theory
26.  
27. data dropouts
28. degraded measurements
29. diagonal matrix
30. discrete-time
31. dissipative control
32. dissipative systems
33. dissipativity
34. disturbance attenuation level
35. dynamic output feedback
36.  
37. eigenvalue
38. eigenvector
39. energy constraints
40. energy supply function
41. equivalent control
42. error variance
43. estimation error
44. exponentially mean-square stable
45. external disturbance
46.  
47. fault tolerant
48. filter parameters
49. filtering
50. filtering error
51. finite-horizon
52. finite time
53. finite time-interval
54. frequency-domain
55. fuzzy controller
56.  
57. game theory
58. Gaussian white noise
59. Gaussian white sequence
60. general nonlinear systems
61. gradient method
62.  
63. H_∞ constraint
64. H_∞ control
65. H_∞ criterion
66. H_∞ filtering
67. H_∞ performance
68. H_∞ specification
69. H₂ constraint
70. H₂ performance
71. Hamilton– Jacobi-Issacs (HJI)
72.  
73. incomplete information
74. initial state
75. initial value
76.  
77. linear matrix inequalities (LMIs)
78. linear quadratic Gaussian (LQG) control
79. linear quadratic performance index
80. linear system theory
81. linearization
82. Lipschitz condition
83. Lipschitz nonlinearity
84. Lyapunov ...