Variance-Constrained Multi-Objective Stochastic Control and Filtering

Table of contents

1. Cover
2. Wiley Series in Dynamics and Control of Electromechanical Systems
3. Title Page
4. Copyright
5. Preface
6. Series Preface
7. Acknowledgements
8. List of Abbreviations
9. List of Figures
10. Chapter 1: Introduction
    1. 1.1 Analysis and Synthesis of Nonlinear Stochastic Systems
    2. 1.2 Multi-Objective Control and Filtering with Variance Constraints
    3. 1.3 Outline
11. Chapter 2: Robust H∞ Control with Variance Constraints
    1. 2.1 Problem Formulation
    2. 2.2 Stability, H∞ Performance, and Variance Analysis
    3. 2.3 Robust Controller Design
    4. 2.4 Numerical Example
    5. 2.5 Summary
12. Chapter 3: Robust Mixed H2/H∞ Filtering
    1. 3.1 System Description and Problem Formulation
    2. 3.2 Algebraic Characterizations for Robust H2/H∞ Filtering
    3. 3.3 Robust H2/H∞ Filter Design Techniques
    4. 3.4 An Illustrative Example
    5. 3.5 Summary
13. Chapter 4: Robust Variance-Constrained Filtering with Missing Measurements
    1. 4.1 Problem Formulation
    2. 4.2 Stability and Variance Analysis
    3. 4.3 Robust Filter Design
    4. 4.4 Numerical Example
    5. 4.5 Summary
14. Chapter 5: Robust Fault-Tolerant Control with Variance Constraints
    1. 5.1 Problem Formulation
    2. 5.2 Stability and Variance Analysis
    3. 5.3 Robust Controller Design
    4. 5.4 Numerical Example
    5. 5.5 Summary
15. Chapter 6: Robust H2 Sliding Mode Control
    1. 6.1 The System Model
    2. 6.2 Robust H2 Sliding Mode Control
    3. 6.3 Sliding Mode Controller
    4. 6.4 Numerical Example
    5. 6.5 Summary
16. Chapter 7: Variance-Constrained Dissipative Control with Degraded Measurements
    1. 7.1 Problem Formulation
    2. 7.2 Stability, Dissipativity, and Variance Analysis
    3. 7.3 Observer-Based Controller Design
    4. 7.4 Numerical Example
    5. 7.5 Summary
17. Chapter 8: Variance-Constrained H∞ Control with Multiplicative Noises
    1. 8.1 Problem Formulation
    2. 8.2 Stability, H∞ Performance, and Variance Analysis
    3. 8.3 Robust State Feedback Controller Design
    4. 8.4 Numerical Example
    5. 8.5 Summary
18. Chapter 9: Robust H∞ Control with Variance Constraints: the Finite-Horizon Case
    1. 9.1 Problem Formulation
    2. 9.2 Performance Analysis
    3. 9.3 Robust Finite-Horizon Controller Design
    4. 9.4 Numerical Example
    5. 9.5 Summary
19. Chapter 10: Error Variance-Constrained H∞ Filtering with Degraded Measurements: The Finite-Horizon Case
    1. 10.1 Problem Formulation
    2. 10.2 Performance Analysis
    3. 10.3 Robust Filter Design
    4. 10.4 Numerical Example
    5. 10.5 Summary
20. Chapter 11: Mixed H2/H∞ Control with Randomly Occurring Nonlinearities: The Finite-Horizon Case
    1. 11.1 Problem Formulation
    2. 11.2 H∞ Performance
    3. 11.3 Mixed H2/H∞ Controller Design
    4. 11.4 Numerical Example
    5. 11.5 Summary
21. Chapter 12: Mixed H2/H∞ Control with Markovian Jump Parameters and Probabilistic Sensor Failures: The Finite-Horizon Case
    1. 12.1 Problem Formulation
    2. 12.2 H∞ Performance
    3. 12.3 Mixed H2/H∞ Controller Design
    4. 12.4 Numerical Example
    5. 12.5 Summary
22. Chapter 13: Robust Variance-Constrained H∞ Control with Randomly Occurring Sensor Failures: The Finite-Horizon Case
    1. 13.1 Problem Formulation
    2. 13.2 H∞ and Covariance Performance Analysis
    3. 13.3 Robust Finite-Horizon Controller Design
    4. 13.4 Numerical Example
    5. 13.5 Summary
23. Chapter 14: Mixed H2/H∞ Control with Actuator Failures: the Finite-Horizon Case
    1. 14.1 Problem Formulation
    2. 14.2 H∞ Performance
    3. 14.3 Multi-Objective Controller Design
    4. 14.4 Numerical Example
    5. 14.5 Summary
24. Chapter 15: Conclusions and Future Topics
    1. 15.1 Concluding Remarks
    2. 15.2 Future Research
25. References
26. Index
27. End User License Agreement