Nonlinear Stochastic Systems with Incomplete Information

Filtering and Control

Zidong Wang author Bo Shen author Huisheng Shu author

Format:Hardback

Publisher:Springer London Ltd

Published:6th Jan '13

Currently unavailable, and unfortunately no date known when it will be back

Nonlinear Stochastic Systems with Incomplete Information cover

Nonlinear Stochastic Processes addresses the frequently-encountered problem of incomplete information. The causes of this problem considered here include: missing measurements; sensor delays and saturation; quantization effects; and signal sampling.
Divided into three parts, the text begins with a focus on H∞ filtering and control problems associated with general classes of nonlinear stochastic discrete-time systems. Filtering problems are considered in the second part, and in the third the theory and techniques previously developed are applied to the solution of issues arising in complex networks with the design of sampled-data-based controllers and filters.
Among its highlights, the text provides:
• a unified framework for filtering and control problems in complex communication networks with limited bandwidth;
• new concepts such as random sensor and signal saturations for more realistic modeling; and
• demonstration of the use of techniques such as the Hamilton–Jacobi–Isaacs, difference linear matrix, and parameter-dependent matrix inequalities and sums of squares to handle the computational challenges inherent in these systems.
The collection of recent research results presented in Nonlinear Stochastic Processes will be of interest to academic researchers in control and signal processing. Graduate students working with communication networks with lossy information and control of stochastic systems will also benefit from reading the book.

From the book reviews:

“This research monograph deals with filtering and control problems for various classes of non-linear stochastic systems with incomplete information, in particular in the framework of networked control systems. … The book can be useful for graduate and postgraduate students and for researchers.” (Tomáš Cipra, zbMATH, Vol. 1275, 2014)

“This monograph offers a comprehensive overview of nonlinear and stochastic filtering and control with incomplete information. … This book will be of interest to researchers and practitioners working with networked control systems, or in other situations where measurement information may be compromised in some manner.” (IEEE Control Systems Magazine, October, 2013)

ISBN: 9781447149132

Dimensions: unknown

Weight: 5685g

248 pages

2013 ed.