Advanced topics in control and estimation of state-multiplicative noisy systems

Eli Gershon, U Shaked

Research output: Book/ReportBookpeer-review

Abstract

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
Original languageEnglish
Place of PublicationLondon; New York
PublisherSpringer
Number of pages252
ISBN (Electronic)1447150708, 9781447150695, 9781447150701
StatePublished - 2013

Publication series

NameLecture notes in control and information sciences
PublisherSpringer
Volume439

ULI Keywords

  • uli
  • Control theory
  • H [infinity symbol] control
  • System theory
  • Control systems, Optimal
  • Optimal control systems
  • H infinity control
  • Systems, Theory of
  • Systems science

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