Preface |
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ix | |
Series Preface |
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xi | |
Acknowledgements |
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xiii | |
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xv | |
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xvii | |
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1 | (18) |
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1.1 Analysis and Synthesis of Nonlinear Stochastic Systems |
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3 | (2) |
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3 | (2) |
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5 | (1) |
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1.2 Multi-Objective Control and Filtering with Variance Constraints |
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5 | (8) |
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1.2.1 Covariance Control Theory |
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6 | (2) |
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1.2.2 Multiple Performance Requirements |
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8 | (2) |
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1.2.3 Design Techniques for Nonlinear Stochastic Systems with Variance Constraints |
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10 | (2) |
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1.2.4 A Special Case of Multi-Objective Design: Mixed Control/Filtering |
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12 | (1) |
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13 | (6) |
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2 Robust H∞ Control with Variance Constraints |
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19 | (26) |
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20 | (2) |
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2.2 Stability, H∞ Performance, and Variance Analysis |
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22 | (7) |
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2.2.1 Stability and H∞ Performance Analysis |
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24 | (1) |
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25 | (4) |
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2.3 Robust Controller Design |
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29 | (5) |
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34 | (10) |
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44 | (1) |
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3 Robust Mixed H2/H∞ Filtering |
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45 | (24) |
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3.1 System Description and Problem Formulation |
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46 | (3) |
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3.2 Algebraic Characterizations for Robust H2/H∞ Filtering |
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49 | (8) |
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3.2.1 Robust H2 Filtering |
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49 | (7) |
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3.2.2 Robust H∞ Filtering |
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56 | (1) |
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3.3 Robust H2/H∞ Filter Design Techniques |
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57 | (9) |
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3.4 An Illustrative Example |
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66 | (2) |
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68 | (1) |
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4 Robust Variance-Constrained Filtering with Missing Measurements |
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69 | (26) |
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70 | (4) |
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4.2 Stability and Variance Analysis |
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74 | (4) |
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78 | (5) |
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83 | (11) |
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94 | (1) |
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5 Robust Fault-Tolerant Control with Variance Constraints |
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95 | (18) |
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96 | (2) |
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5.2 Stability and Variance Analysis |
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98 | (3) |
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5.3 Robust Controller Design |
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101 | (6) |
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107 | (5) |
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112 | (1) |
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6 Robust H2 Sliding Mode Control |
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113 | (22) |
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114 | (1) |
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6.2 Robust H2 Sliding Mode Control |
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115 | (8) |
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115 | (1) |
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6.2.2 Performances of the Sliding Motion |
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116 | (7) |
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6.2.3 Computational Algorithm |
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123 | (1) |
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6.3 Sliding Mode Controller |
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123 | (2) |
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125 | (8) |
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133 | (2) |
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7 Variance-Constrained Dissipative Control with Degraded Measurements |
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135 | (24) |
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136 | (3) |
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7.2 Stability, Dissipativity, and Variance Analysis |
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139 | (6) |
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7.3 Observer-Based Controller Design |
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145 | (8) |
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7.3.1 Solvability of the Multi-Objective Control Problem |
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145 | (7) |
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7.3.2 Computational Algorithm |
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152 | (1) |
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153 | (1) |
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154 | (5) |
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8 Variance-Constrained H∞ Control with Multiplicative Noises |
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159 | (16) |
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160 | (2) |
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8.2 Stability, H∞ Performance, and Variance Analysis |
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162 | (6) |
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162 | (2) |
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164 | (2) |
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166 | (2) |
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8.3 Robust State Feedback Controller Design |
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168 | (3) |
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171 | (2) |
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173 | (2) |
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9 Robust H∞ Control with Variance Constraints: the Finite-Horizon Case |
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175 | (20) |
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176 | (2) |
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178 | (5) |
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178 | (2) |
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180 | (3) |
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9.3 Robust Finite-Horizon Controller Design |
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183 | (4) |
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187 | (6) |
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193 | (2) |
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10 Error Variance-Constrained H∞ Filtering with Degraded Measurements: The Finite-Horizon Case |
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195 | (22) |
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196 | (3) |
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10.2 Performance Analysis |
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199 | (6) |
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10.2.1 H∞ Performance Analysis |
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199 | (5) |
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10.2.2 System Covariance Analysis |
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204 | (1) |
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10.3 Robust Filter Design |
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205 | (3) |
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208 | (7) |
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215 | (2) |
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11 Mixed H2/H∞ Control with Randomly Occurring Nonlinearities: The Finite-Horizon Case |
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217 | (16) |
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219 | (2) |
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221 | (3) |
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11.3 Mixed H2/H∞ Controller Design |
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224 | (4) |
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11.3.1 State-Feedback Controller Design |
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224 | (3) |
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11.3.2 Computational Algorithm |
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227 | (1) |
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228 | (4) |
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232 | (1) |
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12 Mixed H2/H∞ Control with Markovian Jump Parameters and Probabilistic Sensor Failures: The Finite-Horizon Case |
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233 | (18) |
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234 | (2) |
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236 | (4) |
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12.3 Mixed H2/H∞ Controller Design |
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240 | (4) |
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240 | (4) |
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12.3.2 Computational Algorithm |
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244 | (1) |
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244 | (4) |
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248 | (3) |
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13 Robust Variance-Constrained H∞ Control with Randomly Occurring Sensor Failures: The Finite-Horizon Case |
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251 | (20) |
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252 | (4) |
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13.2 H∞ and Covariance Performance Analysis |
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256 | (7) |
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256 | (4) |
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13.2.2 Covariance Analysis |
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260 | (3) |
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13.3 Robust Finite-Horizon Controller Design |
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263 | (3) |
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263 | (2) |
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13.3.2 Computational Algorithm |
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265 | (1) |
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266 | (3) |
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269 | (2) |
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14 Mixed H2/H∞ Control with Actuator Failures: the Finite-Horizon Case |
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271 | (14) |
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272 | (3) |
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275 | (2) |
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14.3 Multi-Objective Controller Design |
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277 | (5) |
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278 | (3) |
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14.3.2 Computational Algorithm |
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281 | (1) |
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282 | (2) |
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284 | (1) |
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15 Conclusions and Future Topics |
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285 | (2) |
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285 | (1) |
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285 | (2) |
References |
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287 | (8) |
Index |
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295 | |