Ma L., Bo Y., Wang Z. Variance-Constrained Multi-Objective Stochastic Control and Filtering

Hoboken: Wiley, 2015. - 336p.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