Advanced Topics in Control and Estimation of State-Multiplicative Noisy Systems - Gershon, Eli; Shaked, Uri; - Prospero Internet Bookshop

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

ISBN13:9781447150695
ISBN10:1447150694
Binding:Paperback
No. of pages:216 pages
Size:235x155 mm
Weight:4102 g
Language:English
Illustrations: 4 Illustrations, black & white
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Advanced Topics in Control and Estimation of State-Multiplicative Noisy Systems

 
Edition number: 2013
Publisher: Springer
Date of Publication:
Number of Volumes: 1 pieces, Book
 
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Short 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 solutions of measurement-feedback control and state problems and the formulation of the Bounded Real Lemma for both continuous- and discrete-time systems. The continuous-time reduced-order and stochastic-tracking control problems for delayed systems are then treated.
Ideas of nonlinear stability are introduced for infinite-horizon systems, again, in both the continuous- and discrete-time cases. The reader is introduced to six practical examples of noisy state-multiplicative control and filtering associated with various fields of control engineering. 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 nonlinear stochastic differential equations and aspects of switched systems and peak to peak  optimal control and filtering.
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.

Long 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 andmethods for linear and nonlinear systems.

From the reviews:

?This book is about control and estimation of state-multiplicative noisy systems ? . The systems consider in this book is extended to various ones with state dependent noise. The book contains five parts. ? Some Matlab codes for solving the systems given in examples are supplied in Appendix C, which will be helpful for readers to try to give some simulation. The book is suitable for graduate students and engineers.? (Kai Wang, zbMATH, Vol. 1276, 2014)
Table of Contents:
Time-delay Systems: H-infinity Control and General-type Filtering.- Reduced-order H-infinity Output-feedback Control.- Tracking Control with Preview.- H-infinity Control and Estimation of Retarded Linear Discrete-time Systems.- H-infinity-like Control for Nonlinear Stochastic Systems.- Nonlinear Systems: H-infinity-type Filtering.- Nonlinear Systems: Measurement Output-feedback Control.- l2-gain and Robust State-feedback Control of Discrete-time Nonlinear Stochastic Systems.- H-infinity Output-feedback Control of Discrete-time Systems.- H-infinity Control of Stochastic Switched Systems with Dwell Time.- Robust L-infinity-induced Control and Filtering.- Applications.