Lifeng Ma, Zidong Wang, Yuming Bo
Variance-Constrained Multi-Objective Stochastic Control and Filtering
Lifeng Ma, Zidong Wang, Yuming Bo
Variance-Constrained Multi-Objective Stochastic Control and Filtering
- Gebundenes Buch
- Merkliste
- Auf die Merkliste
- Bewerten Bewerten
- Teilen
- Produkt teilen
- Produkterinnerung
- Produkterinnerung
* 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…mehr
Andere Kunden interessierten sich auch für
- Hans-Georg MatuttisUnderstanding the Discrete Element Method186,99 €
- Xiaoting RuiTransfer Matrix Method for Multibody Systems182,99 €
- Jerome BastienNon-Smooth Deterministic or Stochastic Discrete Dynamical Systems245,99 €
- Vladislav A. YastrebovNumerical Methods in Contact Mechanics186,99 €
- Stephen A. BillingsNonlinear System Identification172,99 €
- James DoaneMachine Analysis with Computer Applications for Mechanical Engineers108,99 €
- Alexander KonyukhovIntroduction to Computational Contact Mechanics132,99 €
-
-
-
* 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
* 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
Produktdetails
- Produktdetails
- Wiley Series in Dynamics and Control of Electromechanical Systems
- Verlag: Wiley & Sons
- 1. Auflage
- Seitenzahl: 336
- Erscheinungstermin: 15. Juni 2015
- Englisch
- Abmessung: 244mm x 170mm x 20mm
- Gewicht: 612g
- ISBN-13: 9781118929490
- ISBN-10: 1118929497
- Artikelnr.: 42284668
- Wiley Series in Dynamics and Control of Electromechanical Systems
- Verlag: Wiley & Sons
- 1. Auflage
- Seitenzahl: 336
- Erscheinungstermin: 15. Juni 2015
- Englisch
- Abmessung: 244mm x 170mm x 20mm
- Gewicht: 612g
- ISBN-13: 9781118929490
- ISBN-10: 1118929497
- Artikelnr.: 42284668
Lifeng Ma received the Ph.D. degree in Control Science and Engineering in 2010 from Nanjing University of Science and Technology, Nanjing, China. From August 2008 to February 2009, he was a Visiting Scholar in the Department of Information Systems and Computing, Brunel University, London, UK. From January 2010 to March 2010 and from May 2011 to September 2011, he was a Research Associate in the Department of Mechanical Engineering, the University of Hong Kong. He is now a Lecturer with the School of Automation, Nanjing University of Science and Technology, Nanjing, China. Dr. Ma's current research interests include nonlinear control and stochastic control. He is a very active reviewer for many international journals. Zidong Wang is currently Professor of Dynamical Systems and Computing in the Department of Information Systems and Computing, Brunel University, UK. From 1990 to 2002, he held teaching and research appointments in universities in China, Germany and the UK. Prof. Wang's research interests include dynamical systems, signal processing, bioinformatics, control theory and applications. He has published more than 280 papers in refereed international journals. He is a holder of the Alexander von Humboldt Research Fellowship of Germany, the JSPS Research Fellowship of Japan, William Mong Visiting Research Fellowship of Hong Kong. He serves as the Executive Editor for Systems Science and Control Engineering (Taylor and Francis) and an Associate Editor for 11 international journals including five IEEE Transactions. Prof. Wang is a Fellow of the IEEE, a Fellow of the Royal Statistical Society and a member of the program committee for many international conferences. Yuming Bo received his BSc degree in Automatic Control in 1984, his MSc degree in Automatic Control in 1987 and PhD degree in Control Theory and Control Engineering in 2005, all from Nanjing University of Science and Technology, Nanjing, China. He is now a Professor of Control Theory and Control Engineering in the School of Automation at Nanjing University of Science and Technology, Nanjing, China. His research interests include stochastic control and estimation, computer communication and programming. He has published more than 20 papers in refereed journals and served as an associate editor for two journals.
Preface vii Acknowledgements ix List of Abbreviations xi 1 Introduction 1
1.1 Analysis and Synthesis of Nonlinear Stochastic Systems 2 1.1.1
Nonlinear Systems 3 1.1.2 Stochastic Systems 4 1.2 Multi-Objective Control
and Filtering with Variance Constraints 5 1.2.1 Covariance Control Theory 5
1.2.2 Multiple Performance Requirements 7 1.2.3 Design Techniques for
Nonlinear Stochastic Systems with Variance Constraints 9 1.2.4 A Special
Case of Multi-Objective Design: Mixed H2/H1 Control/Filtering 11 1.3
Outline 12 2 Robust H1 Control with Variance Constraints 17 2.1 Problem
Formulation 18 2.2 Stability, H1 Performance and Variance Analysis 20 2.2.1
Stability, H1 Performance Analysis 21 2.2.2 Variance Analysis 23 2.3 Robust
Controller Design 27 2.4 Numerical Example 30 2.5 Summary 33 3 Robust Mixed
H2=H1 Filtering 41 3.1 System Description and Problem Formulation 42 3.2
Algebraic Characterizations for Robust H2=H1 Filtering 44 3.2.1 Robust H2
Filtering 44 3.2.2 Robust H1 Filtering 50 3.3 Robust H2=H1 Filter Design
Techniques 51 3.4 An Illustrative Example 60 3.5 Summary 62 4 Filtering
with Missing Measurements 63 4.1 Problem Formulation 64 4.2 Stability and
Variance Analysis 67 4.3 Robust Filter Design 71 4.4 Numerical Example 75
4.5 Summary 78 5 Robust Fault-Tolerant Control 87 5.1 Problem Formulation
88 5.2 Stability and Variance Analysis 90 5.3 Robust Controller Design 92
5.4 Numerical Example 98 5.5 Summary 103 6 Robust H2 SMC 105 6.1 The System
Model 106 6.2 Robust H2 Sliding Mode Control 107 6.2.1 Switching Surface
107 6.2.2 Performances of the Sliding Motion 108 6.2.3 Computational
Algorithm 114 6.3 Sliding Mode Controller 115 6.4 Numerical Example 116 6.5
Summary 118 7 Dissipative Control with Degraded Measurements 125 7.1
Problem Formulation 126 7.2 Stability, Dissipativity and Variance Analysis
129 7.3 Observer-Based Controller Design 134 7.3.1 Solvability of
Multi-Objective Control Problem 134 7.3.2 Computational Algorithm 139 7.4
Numerical Example 140 7.5 Summary 142 8 Variance-Constrained H1 Control
with Multiplicative Noises 145 8.1 Problem Formulation 146 8.2 Stability,
H1 Performance, Variance Analysis 147 8.2.1 Stability 148 8.2.2 H1
performance 150 8.2.3 Variance analysis 152 8.3 Robust State Feedback
Controller Design 153 8.4 A Numerical Example 156 8.5 Summary 157 9 Robust
Finite-Horizon H1 Control 159 9.1 Problem Formulation 160 9.2 Performance
Analysis 162 9.2.1 H1 Performance 162 9.2.2 Variance Analysis 164 9.3
Robust Finite Horizon Controller Design 167 9.4 Numerical Example 171 9.5
Summary 173 10 Finite-Horizon Filtering with Degraded Measurements 177 10.1
Problem Formulation 178 10.2 Performance Analysis 181 10.2.1 H1 Performance
Analysis 181 10.2.2 System Covariance Analysis 186 10.3 Robust Filter
Design 187 10.4 Numerical Example 190 10.5 Summary 191 11 Mixed H2=H1
Control with Randomly Occurring Nonlinearities: the Finite-Horizon Case 197
11.1 Problem Formulation 199 11.2 H1 Performance 200 11.3 Mixed H2=H1
Controller Design 204 11.3.1 State-Feedback Controller Design 204 11.3.2
Computational Algorithm 207 11.4 Numerical Example 207 11.5 Summary 211 12
Finite-Horizon H2=H1 Control of MJSs with Sensor Failures 213 12.1 Problem
Formulation 214 12.2 H1 Performance 216 12.3 Mixed H2=H1 Controller Design
220 12.3.1 Controller Design 220 12.3.2 Computational Algorithm 224 12.4
Numerical Example 224 12.5 Summary 227 13 Finite-Horizon Control with ROSF
229 13.1 Problem Formulation 230 13.2 H1 And Covariance Performances
Analysis 234 13.2.1 H1 Performance 234 13.2.2 Covariance Analysis 238 13.3
Robust Finite-Horizon Controller Design 240 13.3.1 Controller Design 240
13.3.2 Computational Algorithm 243 13.4 Numerical Example 243 13.5 Summary
244 14 Finite-Horizon H2=H1 Control with Actuator Failures 247 14.1 Problem
Formulation 248 14.2 H1 Performance 251 14.3 Multi-Objective Controller
Design 253 14.3.1 Controller Design 253 14.3.2 Computational Algorithm 256
14.4 Numerical Example 257 14.5 Summary 259 15 Conclusions and Future
Topics 261 References 263
1.1 Analysis and Synthesis of Nonlinear Stochastic Systems 2 1.1.1
Nonlinear Systems 3 1.1.2 Stochastic Systems 4 1.2 Multi-Objective Control
and Filtering with Variance Constraints 5 1.2.1 Covariance Control Theory 5
1.2.2 Multiple Performance Requirements 7 1.2.3 Design Techniques for
Nonlinear Stochastic Systems with Variance Constraints 9 1.2.4 A Special
Case of Multi-Objective Design: Mixed H2/H1 Control/Filtering 11 1.3
Outline 12 2 Robust H1 Control with Variance Constraints 17 2.1 Problem
Formulation 18 2.2 Stability, H1 Performance and Variance Analysis 20 2.2.1
Stability, H1 Performance Analysis 21 2.2.2 Variance Analysis 23 2.3 Robust
Controller Design 27 2.4 Numerical Example 30 2.5 Summary 33 3 Robust Mixed
H2=H1 Filtering 41 3.1 System Description and Problem Formulation 42 3.2
Algebraic Characterizations for Robust H2=H1 Filtering 44 3.2.1 Robust H2
Filtering 44 3.2.2 Robust H1 Filtering 50 3.3 Robust H2=H1 Filter Design
Techniques 51 3.4 An Illustrative Example 60 3.5 Summary 62 4 Filtering
with Missing Measurements 63 4.1 Problem Formulation 64 4.2 Stability and
Variance Analysis 67 4.3 Robust Filter Design 71 4.4 Numerical Example 75
4.5 Summary 78 5 Robust Fault-Tolerant Control 87 5.1 Problem Formulation
88 5.2 Stability and Variance Analysis 90 5.3 Robust Controller Design 92
5.4 Numerical Example 98 5.5 Summary 103 6 Robust H2 SMC 105 6.1 The System
Model 106 6.2 Robust H2 Sliding Mode Control 107 6.2.1 Switching Surface
107 6.2.2 Performances of the Sliding Motion 108 6.2.3 Computational
Algorithm 114 6.3 Sliding Mode Controller 115 6.4 Numerical Example 116 6.5
Summary 118 7 Dissipative Control with Degraded Measurements 125 7.1
Problem Formulation 126 7.2 Stability, Dissipativity and Variance Analysis
129 7.3 Observer-Based Controller Design 134 7.3.1 Solvability of
Multi-Objective Control Problem 134 7.3.2 Computational Algorithm 139 7.4
Numerical Example 140 7.5 Summary 142 8 Variance-Constrained H1 Control
with Multiplicative Noises 145 8.1 Problem Formulation 146 8.2 Stability,
H1 Performance, Variance Analysis 147 8.2.1 Stability 148 8.2.2 H1
performance 150 8.2.3 Variance analysis 152 8.3 Robust State Feedback
Controller Design 153 8.4 A Numerical Example 156 8.5 Summary 157 9 Robust
Finite-Horizon H1 Control 159 9.1 Problem Formulation 160 9.2 Performance
Analysis 162 9.2.1 H1 Performance 162 9.2.2 Variance Analysis 164 9.3
Robust Finite Horizon Controller Design 167 9.4 Numerical Example 171 9.5
Summary 173 10 Finite-Horizon Filtering with Degraded Measurements 177 10.1
Problem Formulation 178 10.2 Performance Analysis 181 10.2.1 H1 Performance
Analysis 181 10.2.2 System Covariance Analysis 186 10.3 Robust Filter
Design 187 10.4 Numerical Example 190 10.5 Summary 191 11 Mixed H2=H1
Control with Randomly Occurring Nonlinearities: the Finite-Horizon Case 197
11.1 Problem Formulation 199 11.2 H1 Performance 200 11.3 Mixed H2=H1
Controller Design 204 11.3.1 State-Feedback Controller Design 204 11.3.2
Computational Algorithm 207 11.4 Numerical Example 207 11.5 Summary 211 12
Finite-Horizon H2=H1 Control of MJSs with Sensor Failures 213 12.1 Problem
Formulation 214 12.2 H1 Performance 216 12.3 Mixed H2=H1 Controller Design
220 12.3.1 Controller Design 220 12.3.2 Computational Algorithm 224 12.4
Numerical Example 224 12.5 Summary 227 13 Finite-Horizon Control with ROSF
229 13.1 Problem Formulation 230 13.2 H1 And Covariance Performances
Analysis 234 13.2.1 H1 Performance 234 13.2.2 Covariance Analysis 238 13.3
Robust Finite-Horizon Controller Design 240 13.3.1 Controller Design 240
13.3.2 Computational Algorithm 243 13.4 Numerical Example 243 13.5 Summary
244 14 Finite-Horizon H2=H1 Control with Actuator Failures 247 14.1 Problem
Formulation 248 14.2 H1 Performance 251 14.3 Multi-Objective Controller
Design 253 14.3.1 Controller Design 253 14.3.2 Computational Algorithm 256
14.4 Numerical Example 257 14.5 Summary 259 15 Conclusions and Future
Topics 261 References 263
Preface vii Acknowledgements ix List of Abbreviations xi 1 Introduction 1
1.1 Analysis and Synthesis of Nonlinear Stochastic Systems 2 1.1.1
Nonlinear Systems 3 1.1.2 Stochastic Systems 4 1.2 Multi-Objective Control
and Filtering with Variance Constraints 5 1.2.1 Covariance Control Theory 5
1.2.2 Multiple Performance Requirements 7 1.2.3 Design Techniques for
Nonlinear Stochastic Systems with Variance Constraints 9 1.2.4 A Special
Case of Multi-Objective Design: Mixed H2/H1 Control/Filtering 11 1.3
Outline 12 2 Robust H1 Control with Variance Constraints 17 2.1 Problem
Formulation 18 2.2 Stability, H1 Performance and Variance Analysis 20 2.2.1
Stability, H1 Performance Analysis 21 2.2.2 Variance Analysis 23 2.3 Robust
Controller Design 27 2.4 Numerical Example 30 2.5 Summary 33 3 Robust Mixed
H2=H1 Filtering 41 3.1 System Description and Problem Formulation 42 3.2
Algebraic Characterizations for Robust H2=H1 Filtering 44 3.2.1 Robust H2
Filtering 44 3.2.2 Robust H1 Filtering 50 3.3 Robust H2=H1 Filter Design
Techniques 51 3.4 An Illustrative Example 60 3.5 Summary 62 4 Filtering
with Missing Measurements 63 4.1 Problem Formulation 64 4.2 Stability and
Variance Analysis 67 4.3 Robust Filter Design 71 4.4 Numerical Example 75
4.5 Summary 78 5 Robust Fault-Tolerant Control 87 5.1 Problem Formulation
88 5.2 Stability and Variance Analysis 90 5.3 Robust Controller Design 92
5.4 Numerical Example 98 5.5 Summary 103 6 Robust H2 SMC 105 6.1 The System
Model 106 6.2 Robust H2 Sliding Mode Control 107 6.2.1 Switching Surface
107 6.2.2 Performances of the Sliding Motion 108 6.2.3 Computational
Algorithm 114 6.3 Sliding Mode Controller 115 6.4 Numerical Example 116 6.5
Summary 118 7 Dissipative Control with Degraded Measurements 125 7.1
Problem Formulation 126 7.2 Stability, Dissipativity and Variance Analysis
129 7.3 Observer-Based Controller Design 134 7.3.1 Solvability of
Multi-Objective Control Problem 134 7.3.2 Computational Algorithm 139 7.4
Numerical Example 140 7.5 Summary 142 8 Variance-Constrained H1 Control
with Multiplicative Noises 145 8.1 Problem Formulation 146 8.2 Stability,
H1 Performance, Variance Analysis 147 8.2.1 Stability 148 8.2.2 H1
performance 150 8.2.3 Variance analysis 152 8.3 Robust State Feedback
Controller Design 153 8.4 A Numerical Example 156 8.5 Summary 157 9 Robust
Finite-Horizon H1 Control 159 9.1 Problem Formulation 160 9.2 Performance
Analysis 162 9.2.1 H1 Performance 162 9.2.2 Variance Analysis 164 9.3
Robust Finite Horizon Controller Design 167 9.4 Numerical Example 171 9.5
Summary 173 10 Finite-Horizon Filtering with Degraded Measurements 177 10.1
Problem Formulation 178 10.2 Performance Analysis 181 10.2.1 H1 Performance
Analysis 181 10.2.2 System Covariance Analysis 186 10.3 Robust Filter
Design 187 10.4 Numerical Example 190 10.5 Summary 191 11 Mixed H2=H1
Control with Randomly Occurring Nonlinearities: the Finite-Horizon Case 197
11.1 Problem Formulation 199 11.2 H1 Performance 200 11.3 Mixed H2=H1
Controller Design 204 11.3.1 State-Feedback Controller Design 204 11.3.2
Computational Algorithm 207 11.4 Numerical Example 207 11.5 Summary 211 12
Finite-Horizon H2=H1 Control of MJSs with Sensor Failures 213 12.1 Problem
Formulation 214 12.2 H1 Performance 216 12.3 Mixed H2=H1 Controller Design
220 12.3.1 Controller Design 220 12.3.2 Computational Algorithm 224 12.4
Numerical Example 224 12.5 Summary 227 13 Finite-Horizon Control with ROSF
229 13.1 Problem Formulation 230 13.2 H1 And Covariance Performances
Analysis 234 13.2.1 H1 Performance 234 13.2.2 Covariance Analysis 238 13.3
Robust Finite-Horizon Controller Design 240 13.3.1 Controller Design 240
13.3.2 Computational Algorithm 243 13.4 Numerical Example 243 13.5 Summary
244 14 Finite-Horizon H2=H1 Control with Actuator Failures 247 14.1 Problem
Formulation 248 14.2 H1 Performance 251 14.3 Multi-Objective Controller
Design 253 14.3.1 Controller Design 253 14.3.2 Computational Algorithm 256
14.4 Numerical Example 257 14.5 Summary 259 15 Conclusions and Future
Topics 261 References 263
1.1 Analysis and Synthesis of Nonlinear Stochastic Systems 2 1.1.1
Nonlinear Systems 3 1.1.2 Stochastic Systems 4 1.2 Multi-Objective Control
and Filtering with Variance Constraints 5 1.2.1 Covariance Control Theory 5
1.2.2 Multiple Performance Requirements 7 1.2.3 Design Techniques for
Nonlinear Stochastic Systems with Variance Constraints 9 1.2.4 A Special
Case of Multi-Objective Design: Mixed H2/H1 Control/Filtering 11 1.3
Outline 12 2 Robust H1 Control with Variance Constraints 17 2.1 Problem
Formulation 18 2.2 Stability, H1 Performance and Variance Analysis 20 2.2.1
Stability, H1 Performance Analysis 21 2.2.2 Variance Analysis 23 2.3 Robust
Controller Design 27 2.4 Numerical Example 30 2.5 Summary 33 3 Robust Mixed
H2=H1 Filtering 41 3.1 System Description and Problem Formulation 42 3.2
Algebraic Characterizations for Robust H2=H1 Filtering 44 3.2.1 Robust H2
Filtering 44 3.2.2 Robust H1 Filtering 50 3.3 Robust H2=H1 Filter Design
Techniques 51 3.4 An Illustrative Example 60 3.5 Summary 62 4 Filtering
with Missing Measurements 63 4.1 Problem Formulation 64 4.2 Stability and
Variance Analysis 67 4.3 Robust Filter Design 71 4.4 Numerical Example 75
4.5 Summary 78 5 Robust Fault-Tolerant Control 87 5.1 Problem Formulation
88 5.2 Stability and Variance Analysis 90 5.3 Robust Controller Design 92
5.4 Numerical Example 98 5.5 Summary 103 6 Robust H2 SMC 105 6.1 The System
Model 106 6.2 Robust H2 Sliding Mode Control 107 6.2.1 Switching Surface
107 6.2.2 Performances of the Sliding Motion 108 6.2.3 Computational
Algorithm 114 6.3 Sliding Mode Controller 115 6.4 Numerical Example 116 6.5
Summary 118 7 Dissipative Control with Degraded Measurements 125 7.1
Problem Formulation 126 7.2 Stability, Dissipativity and Variance Analysis
129 7.3 Observer-Based Controller Design 134 7.3.1 Solvability of
Multi-Objective Control Problem 134 7.3.2 Computational Algorithm 139 7.4
Numerical Example 140 7.5 Summary 142 8 Variance-Constrained H1 Control
with Multiplicative Noises 145 8.1 Problem Formulation 146 8.2 Stability,
H1 Performance, Variance Analysis 147 8.2.1 Stability 148 8.2.2 H1
performance 150 8.2.3 Variance analysis 152 8.3 Robust State Feedback
Controller Design 153 8.4 A Numerical Example 156 8.5 Summary 157 9 Robust
Finite-Horizon H1 Control 159 9.1 Problem Formulation 160 9.2 Performance
Analysis 162 9.2.1 H1 Performance 162 9.2.2 Variance Analysis 164 9.3
Robust Finite Horizon Controller Design 167 9.4 Numerical Example 171 9.5
Summary 173 10 Finite-Horizon Filtering with Degraded Measurements 177 10.1
Problem Formulation 178 10.2 Performance Analysis 181 10.2.1 H1 Performance
Analysis 181 10.2.2 System Covariance Analysis 186 10.3 Robust Filter
Design 187 10.4 Numerical Example 190 10.5 Summary 191 11 Mixed H2=H1
Control with Randomly Occurring Nonlinearities: the Finite-Horizon Case 197
11.1 Problem Formulation 199 11.2 H1 Performance 200 11.3 Mixed H2=H1
Controller Design 204 11.3.1 State-Feedback Controller Design 204 11.3.2
Computational Algorithm 207 11.4 Numerical Example 207 11.5 Summary 211 12
Finite-Horizon H2=H1 Control of MJSs with Sensor Failures 213 12.1 Problem
Formulation 214 12.2 H1 Performance 216 12.3 Mixed H2=H1 Controller Design
220 12.3.1 Controller Design 220 12.3.2 Computational Algorithm 224 12.4
Numerical Example 224 12.5 Summary 227 13 Finite-Horizon Control with ROSF
229 13.1 Problem Formulation 230 13.2 H1 And Covariance Performances
Analysis 234 13.2.1 H1 Performance 234 13.2.2 Covariance Analysis 238 13.3
Robust Finite-Horizon Controller Design 240 13.3.1 Controller Design 240
13.3.2 Computational Algorithm 243 13.4 Numerical Example 243 13.5 Summary
244 14 Finite-Horizon H2=H1 Control with Actuator Failures 247 14.1 Problem
Formulation 248 14.2 H1 Performance 251 14.3 Multi-Objective Controller
Design 253 14.3.1 Controller Design 253 14.3.2 Computational Algorithm 256
14.4 Numerical Example 257 14.5 Summary 259 15 Conclusions and Future
Topics 261 References 263