Variance-constrained Multi-objective Stochastic Control And Filtering
by Lifeng Ma /
2015 / English / PDF
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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
