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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Main Authors: Lifeng Ma, Zidong Wang, Hongli Dong, Guoliang Wei
Format: Article
Language:English
Published: Wiley 2013-01-01
Series:Abstract and Applied Analysis
Online Access:http://dx.doi.org/10.1155/2013/724018
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author Lifeng Ma
Zidong Wang
Hongli Dong
Guoliang Wei
author_facet Lifeng Ma
Zidong Wang
Hongli Dong
Guoliang Wei
author_sort Lifeng Ma
collection DOAJ
description 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.
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institution Kabale University
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spelling doaj-art-6b6b3a2c337e401d9e7bab6e8e2c22302025-02-03T06:04:58ZengWileyAbstract and Applied Analysis1085-33751687-04092013-01-01201310.1155/2013/724018724018Variance-Constrained Multiobjective Control and Filtering for Nonlinear Stochastic Systems: A SurveyLifeng Ma0Zidong Wang1Hongli Dong2Guoliang Wei3School of Automation, Nanjing University of Science and Technology, Nanjing 210094, ChinaSchool of Information Science and Technology, Donghua University, Shanghai 200051, ChinaResearch Institute of Intelligent Control and Systems, Harbin Institute of Technology, Harbin 150001, ChinaShanghai Key Lab of Modern Optical System, Department of Control Science and Engineering, University of Shanghai for Science and Technology, Shanghai 200093, ChinaThe 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.http://dx.doi.org/10.1155/2013/724018
spellingShingle Lifeng Ma
Zidong Wang
Hongli Dong
Guoliang Wei
Variance-Constrained Multiobjective Control and Filtering for Nonlinear Stochastic Systems: A Survey
Abstract and Applied Analysis
title Variance-Constrained Multiobjective Control and Filtering for Nonlinear Stochastic Systems: A Survey
title_full Variance-Constrained Multiobjective Control and Filtering for Nonlinear Stochastic Systems: A Survey
title_fullStr Variance-Constrained Multiobjective Control and Filtering for Nonlinear Stochastic Systems: A Survey
title_full_unstemmed Variance-Constrained Multiobjective Control and Filtering for Nonlinear Stochastic Systems: A Survey
title_short Variance-Constrained Multiobjective Control and Filtering for Nonlinear Stochastic Systems: A Survey
title_sort variance constrained multiobjective control and filtering for nonlinear stochastic systems a survey
url http://dx.doi.org/10.1155/2013/724018
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AT guoliangwei varianceconstrainedmultiobjectivecontrolandfilteringfornonlinearstochasticsystemsasurvey