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Variance-Constrained Multi-Objective Stochastic Control and Filtering

Variance-Constrained Multi-Objective Stochastic Control and Filtering
Author: Lifeng Ma
Publisher: John Wiley & Sons
Total Pages: 320
Release: 2015-04-24
Genre: Mathematics
ISBN: 1118929470

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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


Nonlinear Control and Filtering for Stochastic Networked Systems

Nonlinear Control and Filtering for Stochastic Networked Systems
Author: Lifeng Ma
Publisher: CRC Press
Total Pages: 180
Release: 2018-12-07
Genre: Technology & Engineering
ISBN: 0429761929

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In this book, control and filtering problems for several classes of stochastic networked systems are discussed. In each chapter, the stability, robustness, reliability, consensus performance, and/or disturbance attenuation levels are investigated within a unified theoretical framework. The aim is to derive the sufficient conditions such that the resulting systems achieve the prescribed design requirements despite all the network-induced phenomena. Further, novel notions such as randomly occurring sensor failures and consensus in probability are discussed. Finally, the theories/techniques developed are applied to emerging research areas. Key Features Unifies existing and emerging concepts concerning stochastic control/filtering and distributed control/filtering with an emphasis on a variety of network-induced complexities Includes concepts like randomly occurring sensor failures and consensus in probability (with respect to time-varying stochastic multi-agent systems) Exploits the recursive linear matrix inequality approach, completing the square method, Hamilton-Jacobi inequality approach, and parameter-dependent matrix inequality approach to handle the emerging mathematical/computational challenges Captures recent advances of theories, techniques, and applications of stochastic control as well as filtering from an engineering-oriented perspective Gives simulation examples in each chapter to reflect the engineering practice


Networked Nonlinear Stochastic Time-Varying Systems

Networked Nonlinear Stochastic Time-Varying Systems
Author: Hongli Dong
Publisher: CRC Press
Total Pages: 278
Release: 2021-09-10
Genre: Technology & Engineering
ISBN: 1000433722

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Networked Non-linear Stochastic Time-Varying Systems: Analysis and Synthesis copes with the filter design, fault estimation and reliable control problems for different classes of nonlinear stochastic time-varying systems with network-enhanced complexities. Divided into three parts, the book discusses the finite-horizon filtering, fault estimation and reliable control, and randomly occurring nonlinearities/uncertainties followed by designing of distributed state and fault estimators, and distributed filters. The third part includes problems of variance-constrained H∞ state estimation, partial-nodes-based state estimation and recursive filtering for nonlinear time-varying complex networks with randomly varying topologies, and random coupling strengths. Offers a comprehensive treatment of the topics related to Networked Nonlinear Stochastic Time-Varying Systems with rigorous math foundation and derivation Unifies existing and emerging concepts concerning control/filtering/estimation and distributed filtering Provides a series of latest results by drawing on the conventional theories of systems science, control engineering and signal processing Deal with practical engineering problems such as event triggered H∞ filtering, non-fragile distributed estimation, recursive filtering, set-membership filtering Demonstrates illustrative examples in each chapter to verify the correctness of the proposed results This book is aimed at engineers, mathematicians, scientists, and upper-level students in the fields of control engineering, signal processing, networked control systems, robotics, data analysis, and automation.


Finite-Time Stability: An Input-Output Approach

Finite-Time Stability: An Input-Output Approach
Author: Francesco Amato
Publisher: John Wiley & Sons
Total Pages: 184
Release: 2018-10-08
Genre: Technology & Engineering
ISBN: 1119140528

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Systematically presents the input-output finite-time stability (IO-FTS) analysis of dynamical systems, covering issues of analysis, design and robustness The interest in finite-time control has continuously grown in the last fifteen years. This book systematically presents the input-output finite-time stability (IO-FTS) analysis of dynamical systems, with specific reference to linear time-varying systems and hybrid systems. It discusses analysis, design and robustness issues, and includes applications to real world engineering problems. While classical FTS has an important theoretical significance, IO-FTS is a more practical concept, which is more suitable for real engineering applications, the goal of the research on this topic in the coming years. Key features: Includes applications to real world engineering problems. Input-output finite-time stability (IO-FTS) is a practical concept, useful to study the behavior of a dynamical system within a finite interval of time. Computationally tractable conditions are provided that render the technique applicable to time-invariant as well as time varying and impulsive (i.e. switching) systems. The LMIs formulation allows mixing the IO-FTS approach with existing control techniques (e. g. H∞ control, optimal control, pole placement, etc.). This book is essential reading for university researchers as well as post-graduate engineers practicing in the field of robust process control in research centers and industries. Topics dealt with in the book could also be taught at the level of advanced control courses for graduate students in the department of electrical and computer engineering, mechanical engineering, aeronautics and astronautics, and applied mathematics.


Optimization of Complex Systems: Theory, Models, Algorithms and Applications

Optimization of Complex Systems: Theory, Models, Algorithms and Applications
Author: Hoai An Le Thi
Publisher: Springer
Total Pages: 1164
Release: 2019-06-15
Genre: Technology & Engineering
ISBN: 3030218031

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This book contains 112 papers selected from about 250 submissions to the 6th World Congress on Global Optimization (WCGO 2019) which takes place on July 8–10, 2019 at University of Lorraine, Metz, France. The book covers both theoretical and algorithmic aspects of Nonconvex Optimization, as well as its applications to modeling and solving decision problems in various domains. It is composed of 10 parts, each of them deals with either the theory and/or methods in a branch of optimization such as Continuous optimization, DC Programming and DCA, Discrete optimization & Network optimization, Multiobjective programming, Optimization under uncertainty, or models and optimization methods in a specific application area including Data science, Economics & Finance, Energy & Water management, Engineering systems, Transportation, Logistics, Resource allocation & Production management. The researchers and practitioners working in Nonconvex Optimization and several application areas can find here many inspiring ideas and useful tools & techniques for their works.


British Technology Index, 1977

British Technology Index, 1977
Author: Library Association
Publisher: International Publications Service
Total Pages: 832
Release: 1978-12
Genre: Engineering
ISBN:

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Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE

Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE
Author: Nizar Touzi
Publisher: Springer Science & Business Media
Total Pages: 219
Release: 2012-09-25
Genre: Mathematics
ISBN: 1461442869

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This book collects some recent developments in stochastic control theory with applications to financial mathematics. We first address standard stochastic control problems from the viewpoint of the recently developed weak dynamic programming principle. A special emphasis is put on the regularity issues and, in particular, on the behavior of the value function near the boundary. We then provide a quick review of the main tools from viscosity solutions which allow to overcome all regularity problems. We next address the class of stochastic target problems which extends in a nontrivial way the standard stochastic control problems. Here the theory of viscosity solutions plays a crucial role in the derivation of the dynamic programming equation as the infinitesimal counterpart of the corresponding geometric dynamic programming equation. The various developments of this theory have been stimulated by applications in finance and by relevant connections with geometric flows. Namely, the second order extension was motivated by illiquidity modeling, and the controlled loss version was introduced following the problem of quantile hedging. The third part specializes to an overview of Backward stochastic differential equations, and their extensions to the quadratic case.​


Networked Nonlinear Stochastic Time-Varying Systems

Networked Nonlinear Stochastic Time-Varying Systems
Author: Hongli Dong
Publisher:
Total Pages:
Release: 2021
Genre: Adaptive control systems
ISBN: 9781032038803

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"This book copes with the filter design, fault estimation and reliable control problems for different classes of nonlinear stochastic time-varying systems with network-enhanced complexities. Divided into three parts, first one discusses the finite-horizon filtering, fault estimation and reliable control, and randomly occurring nonlinearities/uncertainties followed by designing of distributed state and fault estimators, and distributed filters. Third part includes problems of variance-constrained H state estimation, partial-nodes-based state estimation and recursive filtering for nonlinear time-varying complex networks with randomly varying topologies, random coupling strengths"--