Nonlinear Stochastic Systems with Incomplete Information: Filtering and Control

✍ Scribed by Bo Shen, Zidong Wang, Huisheng Shu (auth.)

• Publisher: Springer-Verlag London
• Year: 2013
• Tongue: English
• Leaves: 253
• Edition: 1
• Category: Library

✦ Synopsis

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.

✦ Table of Contents

Front Matter....Pages I-XVI
Introduction....Pages 1-13
Quantized H ∞ Control for Time-Delay Systems with Missing Measurements....Pages 15-48
H ∞ Filtering with Missing Measurements and Randomly Varying Sensor Delays....Pages 49-75
Filtering with Randomly Occurring Nonlinearities, Quantization, and Packet Dropouts....Pages 77-101
H ∞ Filtering with Randomly Occurring Sensor Saturations and Missing Measurements....Pages 103-117
Distributed H ∞ -Consensus Filtering in Sensor Networks....Pages 119-138
Distributed H ∞ Filtering for Polynomial Systems in Sensor Networks....Pages 139-154
Sampled-Data Approach to Distributed H ∞ Filtering in Sensor Networks....Pages 155-175
Sampled-Data Synchronization Control and State Estimation for Complex Networks....Pages 177-209
Bounded H ∞ Synchronization and State Estimation for Complex Networks....Pages 211-231
Conclusions and Future Work....Pages 233-236
Back Matter....Pages 237-248

✦ Subjects

Control; Probability Theory and Stochastic Processes; Communications Engineering, Networks; Signal, Image and Speech Processing; Systems Theory, Control