Download or read book Variance Constrained Multi Objective Stochastic Control and Filtering written by Lifeng Ma and published by John Wiley & Sons. This book was released on 2015-04-24 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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

Download or read book Variance Constrained Multi Objective Stochastic Control and Filtering written by Lifeng Ma and published by John Wiley & Sons. This book was released on 2015-04-27 with total page 422 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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

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 226 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 Networked Nonlinear Stochastic Time Varying Systems written by Hongli Dong and published by CRC Press. This book was released on 2021-09-10 with total page 278 pages. Available in PDF, EPUB and Kindle. Book excerpt: Networked Non-linear Stochastic Time-Varying Systems: Analysis and Synthesis copes with the filter design, fault estimation and reliable control problems for different classes of nonlinear stochastic time-varying systems with network-enhanced complexities. Divided into three parts, the book discusses the finite-horizon filtering, fault estimation and reliable control, and randomly occurring nonlinearities/uncertainties followed by designing of distributed state and fault estimators, and distributed filters. The third part includes problems of variance-constrained H∞ state estimation, partial-nodes-based state estimation and recursive filtering for nonlinear time-varying complex networks with randomly varying topologies, and random coupling strengths. Offers a comprehensive treatment of the topics related to Networked Nonlinear Stochastic Time-Varying Systems with rigorous math foundation and derivation Unifies existing and emerging concepts concerning control/filtering/estimation and distributed filtering Provides a series of latest results by drawing on the conventional theories of systems science, control engineering and signal processing Deal with practical engineering problems such as event triggered H∞ filtering, non-fragile distributed estimation, recursive filtering, set-membership filtering Demonstrates illustrative examples in each chapter to verify the correctness of the proposed results This book is aimed at engineers, mathematicians, scientists, and upper-level students in the fields of control engineering, signal processing, networked control systems, robotics, data analysis, and automation.

Download or read book Finite Time Stability An Input Output Approach written by Francesco Amato and published by John Wiley & Sons. This book was released on 2018-10-08 with total page 184 pages. Available in PDF, EPUB and Kindle. Book excerpt: Systematically presents the input-output finite-time stability (IO-FTS) analysis of dynamical systems, covering issues of analysis, design and robustness The interest in finite-time control has continuously grown in the last fifteen years. This book systematically presents the input-output finite-time stability (IO-FTS) analysis of dynamical systems, with specific reference to linear time-varying systems and hybrid systems. It discusses analysis, design and robustness issues, and includes applications to real world engineering problems. While classical FTS has an important theoretical significance, IO-FTS is a more practical concept, which is more suitable for real engineering applications, the goal of the research on this topic in the coming years. Key features: Includes applications to real world engineering problems. Input-output finite-time stability (IO-FTS) is a practical concept, useful to study the behavior of a dynamical system within a finite interval of time. Computationally tractable conditions are provided that render the technique applicable to time-invariant as well as time varying and impulsive (i.e. switching) systems. The LMIs formulation allows mixing the IO-FTS approach with existing control techniques (e. g. H∞ control, optimal control, pole placement, etc.). This book is essential reading for university researchers as well as post-graduate engineers practicing in the field of robust process control in research centers and industries. Topics dealt with in the book could also be taught at the level of advanced control courses for graduate students in the department of electrical and computer engineering, mechanical engineering, aeronautics and astronautics, and applied mathematics.

Download or read book Multi Objective Optimization System Designs and Their Applications written by Bor-Sen Chen and published by CRC Press. This book was released on 2023-12-05 with total page 292 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces multi-objective design methods to solve multi-objective optimization problems (MOPs) of linear/nonlinear dynamic systems under intrinsic random fluctuation and external disturbance. The MOPs of multiple targets for systems are all transformed into equivalent linear matrix inequality (LMI)-constrained MOPs. Corresponding reverse-order LMI-constrained multi-objective evolution algorithms are introduced to solve LMI-constrained MOPs using MATLAB®. All proposed design methods are based on rigorous theoretical results, and their applications are focused on more practical engineering design examples. Features: Discusses multi-objective optimization from an engineer’s perspective. Contains the theoretical design methods of multi-objective optimization schemes. Includes a wide spectrum of recent research topics in control design, especially for stochastic mean field diffusion problems. Covers practical applications in each chapter, like missile guidance design, economic and financial systems, power control tracking, minimization design in communication, and so forth. Explores practical multi-objective optimization design examples in control, signal processing, communication, and cyber-financial systems. This book is aimed at researchers and graduate students in electrical engineering, control design, and optimization.

Download or read book Optimization of Complex Systems Theory Models Algorithms and Applications written by Hoai An Le Thi and published by Springer. This book was released on 2019-06-15 with total page 1164 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains 112 papers selected from about 250 submissions to the 6th World Congress on Global Optimization (WCGO 2019) which takes place on July 8–10, 2019 at University of Lorraine, Metz, France. The book covers both theoretical and algorithmic aspects of Nonconvex Optimization, as well as its applications to modeling and solving decision problems in various domains. It is composed of 10 parts, each of them deals with either the theory and/or methods in a branch of optimization such as Continuous optimization, DC Programming and DCA, Discrete optimization & Network optimization, Multiobjective programming, Optimization under uncertainty, or models and optimization methods in a specific application area including Data science, Economics & Finance, Energy & Water management, Engineering systems, Transportation, Logistics, Resource allocation & Production management. The researchers and practitioners working in Nonconvex Optimization and several application areas can find here many inspiring ideas and useful tools & techniques for their works.

Download or read book International Aerospace Abstracts written by and published by . This book was released on 1998 with total page 920 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book British Technology Index 1977 written by Library Association, London Staff and published by International Publications Service. This book was released on 1978-12 with total page 832 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Stochastic Processes Finance And Control A Festschrift In Honor Of Robert J Elliott written by Samuel N Cohen and published by World Scientific. This book was released on 2012-08-10 with total page 605 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book consists of a series of new, peer-reviewed papers in stochastic processes, analysis, filtering and control, with particular emphasis on mathematical finance, actuarial science and engineering. Paper contributors include colleagues, collaborators and former students of Robert Elliott, many of whom are world-leading experts and have made fundamental and significant contributions to these areas.This book provides new important insights and results by eminent researchers in the considered areas, which will be of interest to researchers and practitioners. The topics considered will be diverse in applications, and will provide contemporary approaches to the problems considered. The areas considered are rapidly evolving. This volume will contribute to their development, and present the current state-of-the-art stochastic processes, analysis, filtering and control.Contributing authors include: H Albrecher, T Bielecki, F Dufour, M Jeanblanc, I Karatzas, H-H Kuo, A Melnikov, E Platen, G Yin, Q Zhang, C Chiarella, W Fleming, D Madan, R Mamon, J Yan, V Krishnamurthy.

Download or read book An LMI Approach to Stochastic Linear System Design Using Alternating Linearization written by JeongHeon Han and published by . This book was released on 2005 with total page 564 pages. Available in PDF, EPUB and Kindle. Book excerpt:

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 Adaptive Digital Control of Multi input Multi output Industrial Processes written by Chia Shui Lin and published by . This book was released on 1983 with total page 450 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Networked Nonlinear Stochastic Time Varying Systems written by Hongli Dong and published by . This book was released on 2021 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: "This book copes with the filter design, fault estimation and reliable control problems for different classes of nonlinear stochastic time-varying systems with network-enhanced complexities. Divided into three parts, first one discusses the finite-horizon filtering, fault estimation and reliable control, and randomly occurring nonlinearities/uncertainties followed by designing of distributed state and fault estimators, and distributed filters. Third part includes problems of variance-constrained H state estimation, partial-nodes-based state estimation and recursive filtering for nonlinear time-varying complex networks with randomly varying topologies, random coupling strengths"--

Download or read book Reinforcement Learning and Stochastic Optimization written by Warren B. Powell and published by John Wiley & Sons. This book was released on 2022-03-15 with total page 1090 pages. Available in PDF, EPUB and Kindle. Book excerpt: REINFORCEMENT LEARNING AND STOCHASTIC OPTIMIZATION Clearing the jungle of stochastic optimization Sequential decision problems, which consist of “decision, information, decision, information,” are ubiquitous, spanning virtually every human activity ranging from business applications, health (personal and public health, and medical decision making), energy, the sciences, all fields of engineering, finance, and e-commerce. The diversity of applications attracted the attention of at least 15 distinct fields of research, using eight distinct notational systems which produced a vast array of analytical tools. A byproduct is that powerful tools developed in one community may be unknown to other communities. Reinforcement Learning and Stochastic Optimization offers a single canonical framework that can model any sequential decision problem using five core components: state variables, decision variables, exogenous information variables, transition function, and objective function. This book highlights twelve types of uncertainty that might enter any model and pulls together the diverse set of methods for making decisions, known as policies, into four fundamental classes that span every method suggested in the academic literature or used in practice. Reinforcement Learning and Stochastic Optimization is the first book to provide a balanced treatment of the different methods for modeling and solving sequential decision problems, following the style used by most books on machine learning, optimization, and simulation. The presentation is designed for readers with a course in probability and statistics, and an interest in modeling and applications. Linear programming is occasionally used for specific problem classes. The book is designed for readers who are new to the field, as well as those with some background in optimization under uncertainty. Throughout this book, readers will find references to over 100 different applications, spanning pure learning problems, dynamic resource allocation problems, general state-dependent problems, and hybrid learning/resource allocation problems such as those that arose in the COVID pandemic. There are 370 exercises, organized into seven groups, ranging from review questions, modeling, computation, problem solving, theory, programming exercises and a “diary problem” that a reader chooses at the beginning of the book, and which is used as a basis for questions throughout the rest of the book.

Download or read book Government Reports Announcements written by and published by . This book was released on 1973-05-10 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Calculus of Variations and Optimal Control Theory written by Daniel Liberzon and published by Princeton University Press. This book was released on 2012 with total page 255 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook offers a concise yet rigorous introduction to calculus of variations and optimal control theory, and is a self-contained resource for graduate students in engineering, applied mathematics, and related subjects. Designed specifically for a one-semester course, the book begins with calculus of variations, preparing the ground for optimal control. It then gives a complete proof of the maximum principle and covers key topics such as the Hamilton-Jacobi-Bellman theory of dynamic programming and linear-quadratic optimal control. Calculus of Variations and Optimal Control Theory also traces the historical development of the subject and features numerous exercises, notes and references at the end of each chapter, and suggestions for further study. Offers a concise yet rigorous introduction Requires limited background in control theory or advanced mathematics Provides a complete proof of the maximum principle Uses consistent notation in the exposition of classical and modern topics Traces the historical development of the subject Solutions manual (available only to teachers) Leading universities that have adopted this book include: University of Illinois at Urbana-Champaign ECE 553: Optimum Control Systems Georgia Institute of Technology ECE 6553: Optimal Control and Optimization University of Pennsylvania ESE 680: Optimal Control Theory University of Notre Dame EE 60565: Optimal Control