Nonlinear Stochastic Systems with Incomplete Information: Filtering and Control

Nonlinear Shastic Processes addresses the frequently-encountered problem of incomplete information. The causes of this problem considered here include: missing measurements; sensor delays and saturation; quantization effects; and signal sampling.
Divided into three parts, the text begins with a focus on H∞ filtering and control problems associated with general classes of nonlinear shastic discrete-time systems. Filtering problems are considered in the second part, and in the third the theo...