Variance-Constrained Filtering for Stochastic Complex Systems (eBook, PDF)

Variance-Constrained Filtering for Stochastic Complex Systems (eBook, PDF)

Theories and Algorithms

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This book is concerned with the variance-constrained optimized filtering problems and their potential applications for nonlinear time-varying dynamical systems. The distinguished features of this book are highlighted as follows.(1) A unified framework is provided for handling the variance-constrained filtering problems of nonlinear time-varying dynamical systems with incomplete information.(2) The application potentials of variance-constrained optimized filtering in networked time-varying dynamical systems are outlined. It contains some new concepts, new models and new methodologies with pract...

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