This book provides readers with a coherent, structured account of state-multiplicative noisy systems. It demonstrates practical control engineering examples from various areas of the discipline to illustrate the relevance of the theoretical development.

Advanced Topics in Control and Estimation of State-Multiplicative Noisy Systems begins with an introduction and extensive literature survey. The text proceeds to cover the field of H time-delay linear systems where the issues of stability and L2gain are presented and solved for nominal and uncertain stochastic systems, via the input-output approach. It presents solutions to the problems of state-feedback, filtering, and measurement-feedback control for these systems, for both the continuous- and the discrete-time settings. In the continuous-time domain, the problems of reduced-order and preview tracking control are also presented and solved. The second part of the monograph concerns non-linear stochastic state- multiplicative systems and covers the issues of stability, control and estimation of the systems in the H sense, for both continuous-time and discrete-time cases. The book also describes special topics such as stochastic switched systems with dwell time and peak-to-peak filtering of nonlinear stochastic systems. The reader is introduced to six practical engineering- oriented examples of noisy state-multiplicative control and filtering problems for linear and nonlinear systems. The book is rounded out by a three-part appendix containing stochastic tools necessary for a proper appreciation of the text: a basic introduction to stochastic control processes, aspects of linear matrix inequality optimization, and MATLAB codes for solving the L2-gain and state-feedback control problems of stochastic switched systems with dwell-time. Advanced Topics in Control and Estimation of State-Multiplicative Noisy Systems will be of interest to engineers engaged in control systems research and development, to graduate students specializing in stochastic control theory, and to applied mathematicians interested in control problems. The reader is expected to have some acquaintance with stochastic control theory and state-space-based optimal control theory andmethods for linear and nonlinear systems.

Autorentext

Eli Gershon received his first PhD in Electrophysiology from Tel-aviv University in 1992 and his second PhD, at the same university, in control engineering in 2003. He has been an associate professor at Holon Institute of Technology since 2014 and has served as an lecturer in Control engineering at Tel-aviv University since 2003. Professor Gershon has published well over 70 journal and conference papers and has written two text books on control theory and two research monographs: H-infinity Control and Estimation of State-multiplicative Linear Systems and Advanced Topics in Control and Estimation of State-Multiplicative Noisy Systems (both Springer). Professor Gershon's research interests include: stochastic control, robust control, switched and delayed system and system biology. Uri Shaked received his PhD from the Weizmann Institute of Science in 1974. He has been a full professor at Tel Aviv University since 1987. Professor Shaked has published well over 200 papers in archival journals and has written four text books on control theory and two research monographs: H-infinity Control and Estimation of State-multiplicative Linear Systems and Advanced Topics in Control and Estimation of State-Multiplicative Noisy Systems (both Springer). Professor Shaked has acted as advisor to 12 PhD students and is a Fellow of the IEEE (Control Systems Society) and the Institute of Mathematics and its Applications.

Inhalt
Time-delay Systems: H-infinity Control and General-type Filtering.- Reduced-order H-infinity Output-feedback Control.- Tracking Control with Preview.- H-infinity Control and Estimation of Retarded Linear Discrete-time Systems.- H-infinity-like Control for Nonlinear Stochastic Systems.- Nonlinear Systems: H-infinity-type Filtering.- Nonlinear Systems: Measurement Output-feedback Control.- l2-gain and Robust State-feedback Control of Discrete-time Nonlinear Stochastic Systems.- H-infinity Output-feedback Control of Discrete-time Systems.- H-infinity Control of Stochastic Switched Systems with Dwell Time.- Robust L-infinity-induced Control and Filtering.- Applications.