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Advanced Topics in Control and Estimation of State-Multiplicative Noisy Systems

  • Eli Gershon
  • Uri Shaked

Part of the Lecture Notes in Control and Information Sciences book series (LNCIS, volume 439)

Table of contents

  1. Front Matter
    Pages 1-11
  2. Eli Gershon, Uri Shaked
    Pages 1-19
  3. Eli Gershon, Uri Shaked
    Pages 61-74
  4. Eli Gershon, Uri Shaked
    Pages 75-93
  5. Eli Gershon, Uri Shaked
    Pages 115-128
  6. Eli Gershon, Uri Shaked
    Pages 129-138
  7. Eli Gershon, Uri Shaked
    Pages 139-154
  8. Eli Gershon, Uri Shaked
    Pages 165-176
  9. Eli Gershon, Uri Shaked
    Pages 193-202
  10. Eli Gershon, Uri Shaked
    Pages 203-217
  11. Back Matter
    Pages 219-250

About this book

Introduction

Advanced Topics in Control and Estimation of State-Multiplicative Noisy Systems begins with an introduction and extensive literature survey. The text proceeds to cover solutions of measurement-feedback control and state problems and the formulation of the Bounded Real Lemma for both continuous- and discrete-time systems. The continuous-time reduced-order and stochastic-tracking control problems for delayed systems are then treated.
Ideas of nonlinear stability are introduced for infinite-horizon systems, again, in both the continuous- and discrete-time cases. The reader is introduced to six practical examples of noisy state-multiplicative control and filtering associated with various fields of control engineering. The book is rounded out by a three-part appendix containing stochastic tools necessary for a proper appreciation of the text: a basic introduction to nonlinear stochastic differential equations and aspects of switched systems and peak to peak  optimal control and filtering.
Advanced Topics in Control and Estimation of State-Multiplicative Noisy Systems will be of interest to engineers engaged in control systems research and development to graduate students specializing in stochastic control theory and to applied mathematicians interested in control problems. The reader is expected to have some acquaintance with stochastic control theory and state-space-based optimal control theory and methods for linear and nonlinear systems.

Keywords

Nonlinear Control and Estimation Stochastic Control Switched Systems Time Delay Systems Uncertain Systems

Authors and affiliations

  • Eli Gershon
    • 1
  • Uri Shaked
    • 2
  1. 1., Department of ElectricalHolon Institute of TechnologyHolonIsrael
  2. 2., School of Electrical EngineeringTel Aviv UniversityRamat AvivIsrael

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4471-5070-1
  • Copyright Information Springer-Verlag London 2013
  • Publisher Name Springer, London
  • eBook Packages Engineering
  • Print ISBN 978-1-4471-5069-5
  • Online ISBN 978-1-4471-5070-1
  • Series Print ISSN 0170-8643
  • Series Online ISSN 1610-7411
  • Buy this book on publisher's site