Nonlinear Stochastic Systems with Incomplete Information PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Nonlinear Stochastic Systems with Incomplete Information PDF full book. Access full book title Nonlinear Stochastic Systems with Incomplete Information by Bo Shen. Download full books in PDF and EPUB format.
Author: Bo Shen Publisher: Springer Science & Business Media ISBN: 1447149149 Category : Technology & Engineering Languages : en Pages : 255
Book Description
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.
Author: Bo Shen Publisher: Springer Science & Business Media ISBN: 1447149149 Category : Technology & Engineering Languages : en Pages : 255
Book Description
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.
Author: Guoliang Wei Publisher: CRC Press ISBN: 1498760759 Category : Mathematics Languages : en Pages : 250
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.
Author: Robert H. Kraichnan Publisher: Forgotten Books ISBN: 9780260366399 Category : Mathematics Languages : en Pages : 100
Book Description
Excerpt from Dynamics of Nonlinear Stochastic Systems The closed statistical equations which characterize the models are obtained by averaging over an ensemble of realizations of the collection of coupled sys tems. When iteration expansions are generated for the averages of basic interest, it is found, using the collective representation, that the random couplings result in the cancellation of large classes of terms of all orders. The remain ing terms are identical with corresponding ones in the expansion.for the true problem (zero couplings). Although still of all orders, they have a sufficiently simple structure that their sum represents the exact solution of closed integral equations. About the Publisher Forgotten Books publishes hundreds of thousands of rare and classic books. Find more at www.forgottenbooks.com This book is a reproduction of an important historical work. Forgotten Books uses state-of-the-art technology to digitally reconstruct the work, preserving the original format whilst repairing imperfections present in the aged copy. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in our edition. We do, however, repair the vast majority of imperfections successfully; any imperfections that remain are intentionally left to preserve the state of such historical works.
Author: Jun Hu Publisher: Springer ISBN: 3319087118 Category : Technology & Engineering Languages : en Pages : 230
Book Description
This monograph introduces methods for handling filtering and control problems in nonlinear stochastic systems arising from network-induced phenomena consequent on limited communication capacity. Such phenomena include communication delay, packet dropout, signal quantization or saturation, randomly occurring nonlinearities and randomly occurring uncertainties. The text is self-contained, beginning with an introduction to nonlinear stochastic systems, network-induced phenomena and filtering and control, moving through a collection of the latest research results which focuses on the three aspects of: · the state-of-the-art of nonlinear filtering and control; · recent advances in recursive filtering and sliding mode control; and · their potential for application in networked control systems, and concluding with some ideas for future research work. New concepts such as the randomly occurring uncertainty and the probability-constrained performance index are proposed to make the network models as realistic as possible. The power of combinations of such recent tools as the completing-the-square and sums-of-squares techniques, Hamilton‒Jacobi‒Isaacs matrix inequalities, difference linear matrix inequalities and parameter-dependent matrix inequalities is exploited in treating the mathematical and computational challenges arising from nonlinearity and stochasticity. Nonlinear Stochastic Systems with Network-Induced Phenomena establishes a unified framework of control and filtering which will be of value to academic researchers in bringing structure to problems associated with an important class of networked system and offering new means of solving them. The significance of the new concepts, models and methods presented for practical control engineering and signal processing will also make it a valuable reference for engineers dealing with nonlinear control and filtering problems.
Author: Hongli Dong Publisher: John Wiley & Sons ISBN: 1118650972 Category : Technology & Engineering Languages : en Pages : 280
Book Description
In the context of systems and control, incomplete information refers to a dynamical system in which knowledge about the system states is limited due to the difficulties in modelling complexity in a quantitative way. The well-known types of incomplete information include parameter uncertainties and norm-bounded nonlinearities. Recently, in response to the development of network technologies, the phenomenon of randomly occurring incomplete information has become more and more prevalent. Filtering, Control and Fault Detection with Randomly Occurring Incomplete Information reflects the state-of-the-art of the research area for handling randomly occurring incomplete information from three interrelated aspects of control, filtering and fault detection. Recent advances in networked control systems and distributed filtering over sensor networks are covered, and application potential in mobile robotics is also considered. The reader will benefit from the introduction of new concepts, new models and new methodologies with practical significance in control engineering and signal processing. Key Features: Establishes a unified framework for filtering, control and fault detection problem for various discrete-time nonlinear stochastic systems with randomly occurring incomplete information Investigates several new concepts for randomly occurring phenomena and proposes a new system model to better describe network-induced problems Demonstrates how newly developed techniques can handle emerging mathematical and computational challenges Contains the latest research results Filtering, Control and Fault Detection with Randomly Occurring Incomplete Information provides a unified yet neat framework for control/filtering/fault-detection with randomly occurring incomplete information. It is a comprehensive textbook for graduate students and is also a useful practical research reference for engineers dealing with control, filtering and fault detection problems for networked systems.
Author: Lifeng Ma Publisher: John Wiley & Sons ISBN: 1118929470 Category : Mathematics Languages : en Pages : 320
Book Description
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
Author: Guangchen Wang Publisher: Springer ISBN: 3319790390 Category : Mathematics Languages : en Pages : 116
Book Description
This book focuses on maximum principle and verification theorem for incomplete information forward-backward stochastic differential equations (FBSDEs) and their applications in linear-quadratic optimal controls and mathematical finance. Lots of interesting phenomena arising from the area of mathematical finance can be described by FBSDEs. Optimal control problems of FBSDEs are theoretically important and practically relevant. A standard assumption in the literature is that the stochastic noises in the model are completely observed. However, this is rarely the case in real world situations. The optimal control problems under complete information are studied extensively. Nevertheless, very little is known about these problems when the information is not complete. The aim of this book is to fill this gap. This book is written in a style suitable for graduate students and researchers in mathematics and engineering with basic knowledge of stochastic process, optimal control and mathematical finance.
Author: Bo Shen
Author: Bo Shen
Author: Guoliang Wei
Author: R. H. Kraichnan
Author: Robert H. Kraichnan
Author: Guo-Qiang Cai
Author: Jun Hu
Author: Hongli Dong
Author: Lifeng Ma
Author: Ozer Elbeyli
Author: Guangchen Wang