Variance-Constrained Multiobjective Control and Filtering for Nonlinear Stochastic Systems: A Survey

Lifeng Ma, Zidong Wang, Hongli Dong and Guoliang Wei

Abstract and Applied Analysis, 2013, vol. 2013, 1-13

Abstract:

The multiobjective control and filtering problems for nonlinear stochastic systems with variance constraints are surveyed. First, the concepts of nonlinear stochastic systems are recalled along with the introduction of some recent advances. Then, the covariance control theory, which serves as a practical method for multi-objective control design as well as a foundation for linear system theory, is reviewed comprehensively. The multiple design requirements frequently applied in engineering practice for the use of evaluating system performances are introduced, including robustness, reliability, and dissipativity. Several design techniques suitable for the multi-objective variance-constrained control and filtering problems for nonlinear stochastic systems are discussed. In particular, as a special case for the multi-objective design problems, the mixed control and filtering problems are reviewed in great detail. Subsequently, some latest results on the variance-constrained multi-objective control and filtering problems for the nonlinear stochastic systems are summarized. Finally, conclusions are drawn, and several possible future research directions are pointed out.

Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlaaa:724018

DOI: 10.1155/2013/724018

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