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Author : M. H. A. Davis
Publisher : Springer
Page : 130 pages
File Size : 51,6 Mb
Release : 1984
Category : Mathematics
ISBN : UOM:39015015718136
Author : S.K. Mitter,A. Moro
Publisher : Springer
Page : 310 pages
File Size : 47,5 Mb
Release : 2006-11-15
Category : Mathematics
ISBN : 9783540394310
Author : M. H. A. Davis
Publisher : Springer
Page : 128 pages
File Size : 40,6 Mb
Release : 1984
Category : Mathematics
ISBN : UOM:39015021569390
Author : Guoliang Wei,Zidong Wang,Wei Qian
Publisher : CRC Press
Page : 250 pages
File Size : 46,5 Mb
Release : 2016-09-15
Category : Mathematics
ISBN : 9781498760751
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.
Author : Theodore E. Djaferis,Irvin C. Schick
Publisher : Springer Science & Business Media
Page : 494 pages
File Size : 52,8 Mb
Release : 2012-12-06
Category : Science
ISBN : 9781461552239
System Theory: Modeling, Analysis and Control contains thirty-three scientific papers covering a wide range of topics in systems and control. These papers have been contributed to a symposium organized to celebrate Sanjoy K. Mitter's 65th birthday. The following research topics are addressed: distributed parameter systems, stochastic control, filtering and estimation, optimization and optimal control, image processing and vision, hierarchical systems and hybrid control, nonlinear systems, and linear systems. Also included are three survey papers on optimization, nonlinear filtering, and nonlinear systems. Recent advances are reported on the behavioral approach to systems, the relationship between differential games and robust control, estimation of diffusion processes, Markov processes, optimal control, hybrid control, stochastic control, spectral estimation, nonconvex quadratic programming, robust control, control algorithms and quantized linear systems. Innovative explorations are carried out on quantum systems from a control theory perspective, option valuation and hedging, three-dimensional medical visualization, computational structure biology image processing, and hierarchical approaches to complex systems, flow control, scheduling and force feedback in fluid mechanics. The contents reflect on past research accomplishments, current research activity, and future research directions in systems and control theory.
Author : Harold Kushner
Publisher : Springer Science & Business Media
Page : 245 pages
File Size : 44,7 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461244820
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).
Author : Lifeng Ma,Zidong Wang,Yuming Bo
Publisher : CRC Press
Page : 180 pages
File Size : 40,7 Mb
Release : 2018-12-07
Category : Technology & Engineering
ISBN : 9780429761928
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
Author : Bernt Øksendal,Agnès Sulem
Publisher : Springer Science & Business Media
Page : 263 pages
File Size : 53,6 Mb
Release : 2007-04-26
Category : Mathematics
ISBN : 9783540698265
Here is a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and its applications. Discussion includes the dynamic programming method and the maximum principle method, and their relationship. The text emphasises real-world applications, primarily in finance. Results are illustrated by examples, with end-of-chapter exercises including complete solutions. The 2nd edition adds a chapter on optimal control of stochastic partial differential equations driven by Lévy processes, and a new section on optimal stopping with delayed information. Basic knowledge of stochastic analysis, measure theory and partial differential equations is assumed.
Author : S. Bucy,J.M.F Moura
Publisher : Springer Science & Business Media
Page : 609 pages
File Size : 42,7 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9789400971424
This volume corresponds to the invited lectures and advanced research papers presented at the NATD Advanced Study Institute on Nonlinear Stochastic Problems with emphasis on Identification, Signal Processing, Control and Nonlinear Filtering held in Algarve (Portugal), on May 1982. The book is a blend of theoretical issues, algorithmic implementation aspects, and application examples. In many areas of science and engineering, there are problems which are intrinsically nonlinear 3nd stochastic in nature. Clear examples arise in identification and mOdeling, signal processing, nonlinear filtering, stochastic and adaptive conLrol. The meeting was organized because it was felt that there is a need for discussion of the methods and philosophy underlying these different areas, and in order to communicate those approaches that have proven to be effective. As the computational technology progresses, more general approaches to a number of problems which have been treated previously by linearization and perturbation methods become feasible and rewarding.
Author : W. H. Fleming,Wendell Helms Fleming,L. G. Gorostiza
Publisher : Springer
Page : 404 pages
File Size : 55,6 Mb
Release : 1982-10
Category : Language Arts & Disciplines
ISBN : UCAL:B4405863
Author : Yaakov Yavin
Publisher : Springer
Page : 290 pages
File Size : 50,6 Mb
Release : 1985
Category : Mathematics
ISBN : UOM:39015007655510
Author : Bernt Oksendal
Publisher : Springer Science & Business Media
Page : 218 pages
File Size : 40,5 Mb
Release : 2013-03-09
Category : Mathematics
ISBN : 9783662130506
These notes are based on a postgraduate course I gave on stochastic differential equations at Edinburgh University in the spring 1982. No previous knowledge about the subject was assumed, but the presen tation is based on some background in measure theory. There are several reasons why one should learn more about stochastic differential equations: They have a wide range of applica tions outside mathematics, there are many fruitful connections to other mathematical disciplines and the subject has a rapidly develop ing life of its own as a fascinating research field with many interesting unanswered questions. Unfortunately most of the literature about stochastic differential equations seems to place so much emphasis on rigor and complete ness that is scares many nonexperts away. These notes are an attempt to approach the subject from the nonexpert point of view: Not knowing anything (except rumours, maybe) about a subject to start with, what would I like to know first of all? My answer would be: 1) In what situations does the subject arise? 2) What are its essential features? 3) What are the applications and the connections to other fields? I would not be so interested in the proof of the most general case, but rather in an easier proof of a special case, which may give just as much of the basic idea in the argument. And I would be willing to believe some basic results without proof (at first stage, anyway) in order to have time for some more basic applications.
Author : Qi Lü,Xu Zhang
Publisher : Springer Nature
Page : 592 pages
File Size : 45,6 Mb
Release : 2021-10-19
Category : Science
ISBN : 9783030823313
This is the first book to systematically present control theory for stochastic distributed parameter systems, a comparatively new branch of mathematical control theory. The new phenomena and difficulties arising in the study of controllability and optimal control problems for this type of system are explained in detail. Interestingly enough, one has to develop new mathematical tools to solve some problems in this field, such as the global Carleman estimate for stochastic partial differential equations and the stochastic transposition method for backward stochastic evolution equations. In a certain sense, the stochastic distributed parameter control system is the most general control system in the context of classical physics. Accordingly, studying this field may also yield valuable insights into quantum control systems. A basic grasp of functional analysis, partial differential equations, and control theory for deterministic systems is the only prerequisite for reading this book.
Author : Boris L. Rozovsky,Sergey V. Lototsky
Publisher : Springer
Page : 330 pages
File Size : 43,8 Mb
Release : 2018-10-03
Category : Mathematics
ISBN : 9783319948935
This monograph, now in a thoroughly revised second edition, develops the theory of stochastic calculus in Hilbert spaces and applies the results to the study of generalized solutions of stochastic parabolic equations. The emphasis lies on second-order stochastic parabolic equations and their connection to random dynamical systems. The authors further explore applications to the theory of optimal non-linear filtering, prediction, and smoothing of partially observed diffusion processes. The new edition now also includes a chapter on chaos expansion for linear stochastic evolution systems. This book will appeal to anyone working in disciplines that require tools from stochastic analysis and PDEs, including pure mathematics, financial mathematics, engineering and physics.
Author : Giorgio Fabbri,Fausto Gozzi,Andrzej Święch
Publisher : Springer
Page : 916 pages
File Size : 51,8 Mb
Release : 2017-06-22
Category : Mathematics
ISBN : 9783319530673
Providing an introduction to stochastic optimal control in infinite dimension, this book gives a complete account of the theory of second-order HJB equations in infinite-dimensional Hilbert spaces, focusing on its applicability to associated stochastic optimal control problems. It features a general introduction to optimal stochastic control, including basic results (e.g. the dynamic programming principle) with proofs, and provides examples of applications. A complete and up-to-date exposition of the existing theory of viscosity solutions and regular solutions of second-order HJB equations in Hilbert spaces is given, together with an extensive survey of other methods, with a full bibliography. In particular, Chapter 6, written by M. Fuhrman and G. Tessitore, surveys the theory of regular solutions of HJB equations arising in infinite-dimensional stochastic control, via BSDEs. The book is of interest to both pure and applied researchers working in the control theory of stochastic PDEs, and in PDEs in infinite dimension. Readers from other fields who want to learn the basic theory will also find it useful. The prerequisites are: standard functional analysis, the theory of semigroups of operators and its use in the study of PDEs, some knowledge of the dynamic programming approach to stochastic optimal control problems in finite dimension, and the basics of stochastic analysis and stochastic equations in infinite-dimensional spaces.
