Nonlinear Stochastic Control and Filtering with Engineering-oriented Complexities


Book Description

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.




Advances in Filtering and Optimal Stochastic Control


Book Description

This volume contains contributions to a conference on filtering, optimal stochastic control, and related topics, held in Cocoyoc, Mexico, in February 1982. In addition to specialists in nonlinear filtering and stochastic control, several outstanding probabilists working in related fields were an important element in the conference. The focus was not only on the mathematical aspects of the theory, but on newer areas of application and on numerical techniques of approximate solutions to problems in filtering and stochastic control.







Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems


Book Description

The book deals with several closely related topics concerning approxima tions and perturbations of random processes and their applications to some important and fascinating classes of problems in the analysis and design of stochastic control systems and nonlinear filters. The basic mathematical methods which are used and developed are those of the theory of weak con vergence. The techniques are quite powerful for getting weak convergence or functional limit theorems for broad classes of problems and many of the techniques are new. The original need for some of the techniques which are developed here arose in connection with our study of the particular applica tions in this book, and related problems of approximation in control theory, but it will be clear that they have numerous applications elsewhere in weak convergence and process approximation theory. The book is a continuation of the author's long term interest in problems of the approximation of stochastic processes and its applications to problems arising in control and communication theory and related areas. In fact, the techniques used here can be fruitfully applied to many other areas. The basic random processes of interest can be described by solutions to either (multiple time scale) Ito differential equations driven by wide band or state dependent wide band noise or which are singularly perturbed. They might be controlled or not, and their state values might be fully observable or not (e. g. , as in the nonlinear filtering problem).







Advanced Topics in Control and Estimation of State-Multiplicative Noisy Systems


Book Description

Advanced Topics in Control and Estimation of State-Multiplicative Noisy Systems begins with an introduction and extensive literature survey. The text proceeds to cover the field of H∞ time-delay linear systems where the issues of stability and L2−gain are presented and solved for nominal and uncertain stochastic systems, via the input-output approach. It presents solutions to the problems of state-feedback, filtering, and measurement-feedback control for these systems, for both the continuous- and the discrete-time settings. In the continuous-time domain, the problems of reduced-order and preview tracking control are also presented and solved. The second part of the monograph concerns non-linear stochastic state- multiplicative systems and covers the issues of stability, control and estimation of the systems in the H∞ sense, for both continuous-time and discrete-time cases. The book also describes special topics such as stochastic switched systems with dwell time and peak-to-peak filtering of nonlinear stochastic systems. The reader is introduced to six practical engineering- oriented examples of noisy state-multiplicative control and filtering problems for linear and nonlinear systems. The book is rounded out by a three-part appendix containing stochastic tools necessary for a proper appreciation of the text: a basic introduction to stochastic control processes, aspects of linear matrix inequality optimization, and MATLAB codes for solving the L2-gain and state-feedback control problems of stochastic switched systems with dwell-time. Advanced Topics in Control and Estimation of State-Multiplicative Noisy Systems will be of interest to engineers engaged in control systems research and development, to graduate students specializing in stochastic control theory, and to applied mathematicians interested in control problems. The reader is expected to have some acquaintance with stochastic control theory and state-space-based optimal control theory and methods for linear and nonlinear systems.