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

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 prac...

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Bibliographic Details
Published in:Abstract and Applied Analysis Vol. 2013; no. 2013; pp. 495 - 507-952
Main Authors: Ma, Lifeng, Wang, Zidong, Dong, Hongli, Wei, Guoliang
Format: Journal Article
Language:English
Published: Cairo, Egypt Hindawi Limiteds 01.01.2013
Hindawi Puplishing Corporation
Hindawi Publishing Corporation
John Wiley & Sons, Inc
Wiley
Subjects:
Mathematical optimization
Mathematical research
Stochastic processes
Variational principles
China
ISSN:1085-3375, 1687-0409
Online Access:Get full text
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Summary: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 H2/H∞ 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.
ISSN:1085-3375
1687-0409
DOI:10.1155/2013/724018