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Nonlinear Stochastic Systems with Incomplete Information
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Authors: Bo Shen
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Type: BOOK - Published: 2013-01-06 - Publisher: Springer Science & Business Media

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Nonlinear Stochastic Processes addresses the frequently-encountered problem of incomplete information. The causes of this problem considered here include: missi
Nonlinear Stochastic Control and Filtering with Engineering-oriented Complexities
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Authors: Guoliang Wei
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Type: BOOK - Published: 2016-09-15 - Publisher: CRC Press

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Nonlinear Stochastic Control and Filtering with Engineering-oriented Complexities presents a series of control and filtering approaches for stochastic systems w
Filtering, Control and Fault Detection with Randomly Occurring Incomplete Information
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Type: BOOK - Published: 2013-06-13 - Publisher: John Wiley & Sons

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In the context of systems and control, incomplete information refers to a dynamical system in which knowledge about the system states is limited due to the diff
An Introduction to Optimal Control of FBSDE with Incomplete Information
Language: en
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This book focuses on maximum principle and verification theorem for incomplete information forward-backward stochastic differential equations (FBSDEs) and their
Networked Nonlinear Stochastic Time-Varying Systems
Language: en
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Authors: Hongli Dong
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Networked Non-linear Stochastic Time-Varying Systems: Analysis and Synthesis copes with the filter design, fault estimation and reliable control problems for di