Lecture Notes in Control and Information Sciences

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

Authors: Gershon, Eli, Shaked, Uri

  • Provides the reader with a coherent, structured account of state-multiplicative noisy systems drawn from many sources
  • Deals with research topics unavailable elsewhere in the literature of control theory
  •  Demonstrates practical control engineering examples from various areas of the discipline to illustrate the relevance of the theoretical development
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About this book

Advanced Topics in Control and Estimation of State-Multiplicative Noisy Systems begins with an introduction and extensive literature survey. The text proceeds to cover the field of H∞ time-delay linear systems where the issues of stability and L2−gain are presented and solved for nominal and uncertain stochastic systems, via the input-output approach. It presents solutions to the problems of state-feedback, filtering, and measurement-feedback control for these systems, for both the continuous- and the discrete-time settings. In the continuous-time domain, the problems of reduced-order and preview tracking control are also presented and solved. The second part of the monograph concerns non-linear stochastic state- multiplicative systems and covers the issues of stability, control and estimation of the systems in the H∞ sense, for both continuous-time and discrete-time cases. The book also describes special topics such as stochastic switched systems with dwell time and peak-to-peak filtering of nonlinear stochastic systems. The reader is introduced to six practical engineering- oriented examples of noisy state-multiplicative control and filtering problems for linear and nonlinear systems. 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 stochastic control processes, aspects of linear matrix inequality optimization, and MATLAB codes for solving the L2-gain and state-feedback control problems of stochastic switched systems with dwell-time. 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.

Reviews

From the reviews:

“This book is about control and estimation of state-multiplicative noisy systems … . The systems consider in this book is extended to various ones with state dependent noise. The book contains five parts. … Some Matlab codes for solving the systems given in examples are supplied in Appendix C, which will be helpful for readers to try to give some simulation. The book is suitable for graduate students and engineers.” (Kai Wang, zbMATH, Vol. 1276, 2014)

Table of contents (13 chapters)

  • Introduction

    Gershon, Eli (et al.)

    Pages 1-19

  • Time Delay Systems – H  ∞  Control and General-Type Filtering

    Gershon, Eli (et al.)

    Pages 21-60

  • Reduced-Order H  ∞  Output-Feedback Control

    Gershon, Eli (et al.)

    Pages 61-74

  • Tracking Control with Preview

    Gershon, Eli (et al.)

    Pages 75-93

  • H  ∞  Control and Estimation of Retarded Linear Discrete-Time Systems

    Gershon, Eli (et al.)

    Pages 95-113

Buy this book

eBook $99.00
price for USA (gross)
  • ISBN 978-1-4471-5070-1
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $129.99
price for USA
  • ISBN 978-1-4471-5069-5
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Rent the eBook  
  • Rental duration: 1 or 6 month
  • low-cost access
  • online reader with highlighting and note-making option
  • can be used across all devices
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Bibliographic Information

Bibliographic Information
Book Title
Advanced Topics in Control and Estimation of State-Multiplicative Noisy Systems
Authors
Series Title
Lecture Notes in Control and Information Sciences
Series Volume
439
Copyright
2013
Publisher
Springer-Verlag London
Copyright Holder
Springer-Verlag London
eBook ISBN
978-1-4471-5070-1
DOI
10.1007/978-1-4471-5070-1
Softcover ISBN
978-1-4471-5069-5
Series ISSN
0170-8643
Edition Number
1
Number of Pages
XII, 216
Number of Illustrations and Tables
4 b/w illustrations
Topics