Qian Wei - Nonlinear stochastic control and filtering with engineering-oriented complexities

Nonlinear Stochastic Control and Filtering
with
Engineering-Oriented Complexities

ENGINEERING SYSTEMS AND SUSTAINABILITY SERIES
Series Editor: Ganti Prasada Rao
Co-Editors: Andrew P. Sage, Heinz Unbehauen, Desineni S. Naidu, Hughes Garnier

Published Titles

Nonlinear Stochastic Control and Filtering with
Engineering-Oriented Complexities
Guoliang Wei, Zidong Wang, and Wei Qian

Multi-Stage Flash Desalination: Modeling, Simulation, and
Adaptive Control
Abraha Woldai

ENGINEERING SYSTEMS AND SUSTAINABILITY SERIES
Series Editor: Ganti Prasada Rao
Co-Editors: Heinz Unbehauen, D. Subbaram Naidu, Hugues Garnier, and Zidong Wang

Guoliang Wei
Zidong Wang
Wei Qian

CRC Press
Taylor & Francis Group
6000 Broken Sound Parkway NW, Suite 300
Boca Raton, FL 33487-2742

2016 by Taylor & Francis Group, LLC
CRC Press is an imprint of Taylor & Francis Group, an Informa business

No claim to original U.S. Government works

Printed on acid-free paper
Version Date: 20160229

International Standard Book Number-13: 978-1-4987-6074-4 (Hardback)

This book contains information obtained from authentic and highly regarded sources. Reasonable efforts have been made to publish reliable data and information, but the author and publisher cannot assume responsibility for the validity of all materials or the consequences of their use. The authors and publishers have attempted to trace the copyright holders of all material reproduced in this publication and apologize to copyright holders if permission to publish in this form has not been obtained. If any copyright material has not been acknowledged please write and let us know so we may rectify in any future reprint.

Except as permitted under U.S. Copyright Law, no part of this book may be reprinted, reproduced, transmitted, or utilized in any form by any electronic, mechanical, or other means, now known or hereafter invented, including photocopying, microfilming, and recording, or in any information storage or retrieval system, without written permission from the publishers.

For permission to photocopy or use material electronically from this work, please access www.copyright.com (http://www.copyright.com/) or contact the Copyright Clearance Center, Inc. (CCC), 222 Rosewood Drive, Danvers, MA 01923, 978-750-8400. CCC is a not-for-profit organization that provides licenses and registration for a variety of users. For organizations that have been granted a photocopy license by the CCC, a separate system of payment has been arranged.

Trademark Notice: Product or corporate names may be trademarks or registered trademarks, and are used only for identification and explanation without intent to infringe.

Visit the Taylor & Francis Web site at
http://www.taylorandfrancis.com

and the CRC Press Web site at
http://www.crcpress.com

Professor Andrew P. Sage of George Mason University, USA, my friend, colleague and collaborator for many decades, and also as a co-editor of this series, was a renowned scholar in the fields of systems, control, and estimation. His passing in October 2014 has been a great loss to all of us in the academic community. I remain grateful to him for his cooperation and advice. Professor Zidong Wang of Brunel University agreed to join as an honorary co-editor. I thank all the co-editors and Gagandeep Singh of CRC Press for their support.

Human-engineered systems develop through technological innovations and designs towards meeting both growing human needs and challenges of associated complexities. In the context of man-made systems of control nonlinearities and uncertainties enter in many ways. Complexities such as time delays, jump parameters, nonlinearities, sensor faults and parameter uncertainties, etc. are ubiquitous. These have been tackled through various methods in the past several decades and the literature related to them is vast. The emerging complexities such as randomly occurring incomplete information implying missing measurements, randomly occurring nonlinearities, and coupling delays have been the focus of attention of control and signal processing communities in order to ensure the stability and reliability of the systems. The authors of this volume have devoted much time on these aspects and published significant results. They have tried to put together the state-of-the-art methods in this book dealing with the phenomena of engineering-oriented complexities both traditional and the newly emerging from a nonlinear stochastic control perspective.

Ganti Prasada Rao
Series Editor
Engineering Systems and Sustainability

GANTI PRASADA RAO earned a BE degree in electrical engineering from Andhra University, India in 1963, MTech (control systems engineering) and PhD degrees in electrical engineering in 1965 and 1970 respectively, both from the Indian Institute of Technology (IIT), Kharagpur, India. From July 1969 to October 1971, he was with the Department of Electrical Engineering, PSG College of Technology, Coimbatore, India as an assistant professor. In October 1971, he joined the Department of Electrical Engineering, IIT Kharagpur as an assistant professor and was a professor there from May 1978 to June 1997. From May 1978 to August 1980, he was the chairman of the Curriculum Development Cell (electrical engineering) established by the Government of India at IIT Kharagpur. From October 1975 to July 1976, he was with the Control Systems Centre, University of Manchester Institute of Science and Technology (UMIST), Manchester, England, as a Commonwealth Post-doctoral Research Fellow. During 19821983, 1985, 1991, 2003, 2004, 2007, and 2009, he visited the Lehrstuhl fr Elektrische Steuerung und Regelung, Ruhr-Universitt Bochum, Germany as a Research Fellow of the Alexander von Humboldt Foundation. He visited the Fraunhofer Institut fr Rechnerarchitectkur und Softwaretchnik (FIRST) Berlin, in 2003, 2004, 2007 2009, and 2011.He was a visiting professor in 2003 at University Henri Poincare, Nancy, France, and Royal Societysponsored visiting professor at Brunel University, UK in 2007. During 19921996 he was scientific advisor to the Directorate of Power and Desalination Plants, Water and Electricity Department, Government of Abu Dhabi and the International Foundation for Water Science and Technology where he worked in the field of desalination plant control. He is presently a member of the UNESCO-EOLSS Joint Committee.