Download or read book Nonlinear Filtering and Stochastic Control written by S.K. Mitter and published by Springer. This book was released on 2006-11-15 with total page 310 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Lectures on Stochastic Control and Nonlinear Filtering written by M. H. A. Davis and published by Springer. This book was released on 1984 with total page 130 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Nonlinear Filtering and Stochastic Control written by Centro Internazionale Matematico Estivo Congresses and published by . This book was released on 1982 with total page 297 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Nonlinear Stochastic Control and Filtering with Engineering oriented Complexities written by Guoliang Wei and published by CRC Press. This book was released on 2016-09-15 with total page 250 pages. Available in PDF, EPUB and Kindle. Book excerpt: Nonlinear Stochastic Control and Filtering with Engineering-oriented Complexities presents a series of control and filtering approaches for stochastic systems with traditional and emerging engineering-oriented complexities. The book begins with an overview of the relevant background, motivation, and research problems, and then: Discusses the robust stability and stabilization problems for a class of stochastic time-delay interval systems with nonlinear disturbances Investigates the robust stabilization and H∞ control problems for a class of stochastic time-delay uncertain systems with Markovian switching and nonlinear disturbances Explores the H∞ state estimator and H∞ output feedback controller design issues for stochastic time-delay systems with nonlinear disturbances, sensor nonlinearities, and Markovian jumping parameters Analyzes the H∞ performance for a general class of nonlinear stochastic systems with time delays, where the addressed systems are described by general stochastic functional differential equations Studies the filtering problem for a class of discrete-time stochastic nonlinear time-delay systems with missing measurement and stochastic disturbances Uses gain-scheduling techniques to tackle the probability-dependent control and filtering problems for time-varying nonlinear systems with incomplete information Evaluates the filtering problem for a class of discrete-time stochastic nonlinear networked control systems with multiple random communication delays and random packet losses Examines the filtering problem for a class of nonlinear genetic regulatory networks with state-dependent stochastic disturbances and state delays Considers the H∞ state estimation problem for a class of discrete-time complex networks with probabilistic missing measurements and randomly occurring coupling delays Addresses the H∞ synchronization control problem for a class of dynamical networks with randomly varying nonlinearities Nonlinear Stochastic Control and Filtering with Engineering-oriented Complexities describes novel methodologies that can be applied extensively in lab simulations, field experiments, and real-world engineering practices. Thus, this text provides a valuable reference for researchers and professionals in the signal processing and control engineering communities.

Download or read book Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems written by Harold Kushner and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 245 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book deals with several closely related topics concerning approxima tions and perturbations of random processes and their applications to some important and fascinating classes of problems in the analysis and design of stochastic control systems and nonlinear filters. The basic mathematical methods which are used and developed are those of the theory of weak con vergence. The techniques are quite powerful for getting weak convergence or functional limit theorems for broad classes of problems and many of the techniques are new. The original need for some of the techniques which are developed here arose in connection with our study of the particular applica tions in this book, and related problems of approximation in control theory, but it will be clear that they have numerous applications elsewhere in weak convergence and process approximation theory. The book is a continuation of the author's long term interest in problems of the approximation of stochastic processes and its applications to problems arising in control and communication theory and related areas. In fact, the techniques used here can be fruitfully applied to many other areas. The basic random processes of interest can be described by solutions to either (multiple time scale) Ito differential equations driven by wide band or state dependent wide band noise or which are singularly perturbed. They might be controlled or not, and their state values might be fully observable or not (e. g. , as in the nonlinear filtering problem).

Download or read book Lectures on Stochastic Control and Nonlinear Filtering written by M. H. A. Davis and published by Springer. This book was released on 1984 with total page 109 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Nonlinear Filtering and Stochastic Control written by and published by . This book was released on 1982 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Nonlinear Control and Filtering for Stochastic Networked Systems written by Lifeng Ma and published by CRC Press. This book was released on 2018-12-07 with total page 180 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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

Download or read book Advances in Filtering and Optimal Stochastic Control written by W. H. Fleming and published by Springer. This book was released on 1982-10 with total page 404 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains contributions to a conference on filtering, optimal stochastic control, and related topics, held in Cocoyoc, Mexico, in February 1982. In addition to specialists in nonlinear filtering and stochastic control, several outstanding probabilists working in related fields were an important element in the conference. The focus was not only on the mathematical aspects of the theory, but on newer areas of application and on numerical techniques of approximate solutions to problems in filtering and stochastic control.

Download or read book Symposium on Stochastic Control and Nonlinear Filtering written by Boris Rozovsky and published by . This book was released on 1998 with total page 23 pages. Available in PDF, EPUB and Kindle. Book excerpt: An International Symposium on Stochastic Control and Nonlinear Filtering was held on December 13-15 at USC. The Symposium was organized and sponsored by the Center for Applied Math Sciences. The list of sponsors also includes: National Science Foundation, the Institute for Mathematics and Its Applications, and the Office of Naval Research. Seventy scientists from 11 countries (Australia, Russia, Mexico, Poland, France, Germany, Hong Kong, Japan, U.S.A., Canada and Great Britain) took part in the Symposium. This three days event brought together a group of leading scholars in the fields of Stochastic Control and Nonlinear Filtering to discuss a variety of issues, including risk-sensitive control, adaptive control, stochastic partial differential equations and their applications to financial mathematics. The recent Nobel Prize in Economics awarded to Robert Merton and Myron Scholes brought substantial attention to applications of stochastic analysis to finance and economics. An important feature of the conference was participation of a large group of students. Some of them presented interesting papers on their research. It was a good opportunity for all participants to network, to discuss future directions of research and teaching.

Download or read book Nonlinear filtering and stochastic control written by S. K. Mitter and published by . This book was released on 1983 with total page 297 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Nonlinear Filtering and Smoothing written by Venkatarama Krishnan and published by Wiley-Interscience. This book was released on 1984 with total page 340 pages. Available in PDF, EPUB and Kindle. Book excerpt: This historic book may have numerous typos and missing text. Purchasers can usually download a free scanned copy of the original book (without typos) from the publisher. Not indexed. Not illustrated. 1877 edition. Excerpt: ...with her arms, and we might still have been savages and idolaters; or what is worse, might have arrived at such a stagnant and miserable state of social institutions as China and Japan possess." It is this grand capacity of going out of himself, and becoming not only the patriot of his own nation but a citizen of the world, which makes the poets song so deathless, and covers him with a fadeless glory in the eyes of posterity. Again and again did this cosmopolitan spirit manifest itself in Shelley. " I have seen Dantes tomb, and worshipped the sacred spot," he writes in one letter, and in others gives full utterance to his reverence for genius and his passion fpr liberty. To follow Shelley through his entire sojourn in Italy is not my present intention. These details are to be read elsewhere; but in coming towards the close of his brief life it is impossible to avoid reflecting what sorrow the world must have engraved upon that heart which, before it throbbed for the last time, caused its owner to exclaim with melancholy pathos, "If I die tomorrow, I have lived to be older than my father; I am ninety years of age." Only twenty-nine is the real record; and even before these were attained his hair had become partially white. Had he avoided the catastrophe which resulted in his death, there is reason to fear he would not have passed middle life. A few short years had made strange and rapid changes in him, and on looking back at what he was, he might have exclaimed with "Wycherley (though at the close of a different career), when the dramatist gazed in old age upon a portrait representing him in the bloom of youth--" Quantum mutatus ab illo" I shall not linger over the closing scenes of Shelleys life, but some facts have recently...

Download or read book Stochastic Processes and Filtering Theory written by Andrew H. Jazwinski and published by Courier Corporation. This book was released on 2013-04-15 with total page 404 pages. Available in PDF, EPUB and Kindle. Book excerpt: This unified treatment of linear and nonlinear filtering theory presents material previously available only in journals, and in terms accessible to engineering students. Its sole prerequisites are advanced calculus, the theory of ordinary differential equations, and matrix analysis. Although theory is emphasized, the text discusses numerous practical applications as well. Taking the state-space approach to filtering, this text models dynamical systems by finite-dimensional Markov processes, outputs of stochastic difference, and differential equations. Starting with background material on probability theory and stochastic processes, the author introduces and defines the problems of filtering, prediction, and smoothing. He presents the mathematical solutions to nonlinear filtering problems, and he specializes the nonlinear theory to linear problems. The final chapters deal with applications, addressing the development of approximate nonlinear filters, and presenting a critical analysis of their performance.

Download or read book Analytical Methods in Stochastic Control and Nonlinear Filtering written by United States. Army Research Office and published by . This book was released on 1987 with total page 112 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Analytical Methods in Stochastic Control and Nonlinear Filtering written by J. S. Baras and published by . This book was released on 1987 with total page 120 pages. Available in PDF, EPUB and Kindle. Book excerpt: The focus of this report is on advanced tools for the analysis of nonlinear stochastic control and filtering systems. In Sections 1 and 2, we present a series of results on the analysis of certain classes of nonlinear filtering problems using comparatively simple bounding techniques. We consider both problems with small noise (large signal to noise ratios) and weakly nonlinear systems. We show that the optimal nonlinear filters can be well approximated by linear filters which are very easy to implement. Moreover, we provide sharp estimates of the degree of suboptimality involved in using the linear approximating filters. In Section 3, we consider the problem of managing the estimation of (nonlinear) diffusion process by a system employing several sensors. The essential problem is to schedule the use of the sensor to optimize the estimate of a function of the state of the diffusion process. The solution is obtained in terms of a system of quasi-variational inequalities in the space of solutions of certain Zakai equations. In Section 4, we provide a new proof of the minimum principle in stochastic optimal control theory for systems of partially observed diffusions. In Section 5, we provide a concise analysis of the conditional adjoint process arising in the stochastic minimum principle for partially observed diffusion processes.

Download or read book Stochastic Differential Systems Stochastic Control Theory and Applications written by Wendell Fleming and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 601 pages. Available in PDF, EPUB and Kindle. Book excerpt: This IMA Volume in Mathematics and its Applications STOCHASTIC DIFFERENTIAL SYSTEMS, STOCHASTIC CONTROL THEORY AND APPLICATIONS is the proceedings of a workshop which was an integral part of the 1986-87 IMA program on STOCHASTIC DIFFERENTIAL EQUATIONS AND THEIR APPLICATIONS. We are grateful to the Scientific Committee: Daniel Stroock (Chairman) WendeIl Flerning Theodore Harris Pierre-Louis Lions Steven Orey George Papanicolaou for planning and implementing an exciting and stimulating year-long program. We es pecially thank WendeIl Fleming and Pierre-Louis Lions for organizing an interesting and productive workshop in an area in which mathematics is beginning to make significant contributions to real-world problems. George R. Seil Hans Weinberger PREFACE This volume is the Proceedings of a Workshop on Stochastic Differential Systems, Stochastic Control Theory, and Applications held at IMA June 9-19,1986. The Workshop Program Commit tee consisted of W.H. Fleming and P.-L. Lions (co-chairmen), J. Baras, B. Hajek, J.M. Harrison, and H. Sussmann. The Workshop emphasized topics in the following four areas. (1) Mathematical theory of stochastic differential systems, stochastic control and nonlinear filtering for Markov diffusion processes. Connections with partial differential equations. (2) Applications of stochastic differential system theory, in engineering and management sci ence. Adaptive control of Markov processes. Advanced computational methods in stochas tic control and nonlinear filtering. (3) Stochastic scheduling, queueing networks, and related topics. Flow control, multiarm bandit problems, applications to problems of computer networks and scheduling of complex manufacturing operations.

Download or read book Introduction to Stochastic Control Theory written by and published by Elsevier. This book was released on 1971-02-27 with total page 318 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this book, we study theoretical and practical aspects of computing methods for mathematical modelling of nonlinear systems. A number of computing techniques are considered, such as methods of operator approximation with any given accuracy; operator interpolation techniques including a non-Lagrange interpolation; methods of system representation subject to constraints associated with concepts of causality, memory and stationarity; methods of system representation with an accuracy that is the best within a given class of models; methods of covariance matrix estimation;methods for low-rank matrix approximations; hybrid methods based on a combination of iterative procedures and best operator approximation; andmethods for information compression and filtering under condition that a filter model should satisfy restrictions associated with causality and different types of memory.As a result, the book represents a blend of new methods in general computational analysis,and specific, but also generic, techniques for study of systems theory ant its particularbranches, such as optimal filtering and information compression.- Best operator approximation,- Non-Lagrange interpolation,- Generic Karhunen-Loeve transform- Generalised low-rank matrix approximation- Optimal data compression- Optimal nonlinear filtering