CDC2000 Stochastic and Uncertain Systems

Stochastic and Uncertain Systems
Home Full List of Titles 1: Proceedings of CDC2000 Discrete Event Systems Control in Communication Systems Optimal Control and Applications I Optimisation Approaches and Methods Model Predictive Control Advances in Linear Estimation Stochastic and Uncertain Systems Nonlinear Control and Applications Nonlinear Estimation and Filtering Formation Control and its Applications New Approaches to Fuzzy Control Manufacturing Systems Automotive Applications Stability Issues in Hybrid Control Recent Advances in Stochastic Networks Optimal Control and Applications II Robust Controller Design - mu, L1 and H2 Constrained and Receding Horizon Control Identification and Control around the World Markov Decision Processes Nonlinear Optimisation Observers for Nonlinear Systems Motion Planning Neural / Fuzzy Stability and Control Motor Control Control of Quantum Phenomena I Hybrid Systems Methods Control in Communication Networks Robustness and Optimisation Bumpless Transfer, Antiwindup and Saturation Adaptive Control: Linear Systems Estimation and Closed Loop Identification Control of Markov Processes Nonlinear Filtering and Control Modelling, Identification and Validation of Nonlinear Systems Differential Geometric Control Theory for Mechanical Systems Nonlinear Output Feedback Control Pneumatics and Compression Systems Control of Quantum Phenomena II Stability of Hybrid Systems Performance Analysis in Communication Networks Adaptive Control of Nonlinear Systems LMI Methods in Design Robust Control of Time Delay Systems Subspace Identification Methods Nonlinear Stochastic Filtering and Estimation Bifurcations, Chaos and Control I New Progress in Synthesis of Nonlinear Systems I Implementation Issues of Sliding Mode Control Theory Control of Mixing in Shear Flows Novel Neural Network Control Techniques for Industrial Motion Control Systems Physiological Control Systems Optimal Control of Hybrid Systems Stochastic Models for Communication Networks Control and Stabilisation of Nonlinear Systems New Directions in Robust Control Linear Systems Theory Advanced Topics in Systems Theory Estimation in Action Bifurcations, Chaos and Control II New Progress in Synthesis of Nonlinear Systems II Numerical Design and Analysis Techniques for Nonlinear Systems Analysis and Control of Underactuated Systems Sliding Mode Control I Challenges in the Application of Control to Computer Systems Estimation and Diagnosis of Discrete Event Systems Communications and Games Optimal Control Stochastic Systems Model Reduction Methodologies Identification and Subspace Methods Applications of Nonlinear Adaptive Control Advances in Nonlinear Output Feedback Design The Behavioural Approach to Systems and Control Vision Based Estimation and Control: Recent Advances and Open Problems Agile Control of Military Operations Sliding Mode Control II Model-based Fault Diagnosis of Industrial Processes Discrete Event Systems / Petri Nets System Identification and Confidence Estimation New Approaches to H-Infinity Control I Probabilistic Approaches to Robust Control Time Delay System Stabilisation Identification Methods Controlled Stochastic Processes Output Feedback of Nonlinear Systems Topics in Nonlinear Stabilisation Mobile Robots: Tracking Control Robust Control of Nonlinear Systems Power Systems Stabilisation and Control Disk Drive Control Hybrid Control Applications Discrete Time Systems New Approaches to H-Infinity Control II Linear Systems with Saturating Actuators New Theories in Distributed Parameter Systems Applications of Estimation and Identification Stochastic Control and Tuning Methodologies Control of Nonlinear Systems Iterative Learning and Control Coordinating Robot Systems Nonlinear Time Varying Systems Novel Applications of Neural Networks Aerospace Applications Switched Systems Implicit and Descriptor Systems LQG Periodic Systems and Disturbances New Horizons for Distributed Parameter Systems State Estimation Learning and Neuro-Control Nonlinear Control and Stabilisation I Tracking Vision Servoing Controllability of Nonlinear Systems Control of Flexible Systems Electro-Mechanical Systems Robust Control Methods and Applications Fault Detection and Diagnosis Optimisation and Applications Robust Stability Analysis Numerical Methods in Control Filtering in Continuous Time Stochastic Systems Interplay between Control and Signal Processing Fault Detection and Analysis Nonlinear Dynamical Systems Nonlinear Time Delay Systems Computational Issues in Nonlinear Control Disturbance Rejection Process Control Industry Applications Linear Parameter Varying Systems Linear Control Systems Dynamic and Nonlinear Programming Model Reduction Applications New Techniques for Control and Systems: Numerical Linear Algebra Estimation and Identification using Hidden Markov Models Applications of Stochastic Control Topics in Linear Design Nonlinear Control and Stabilisation II Ambulatory Robot Systems Chaotic and Oscillatory Systems Biomedical System Control Integrated Control and CPU Scheduling Linear Design Techniques Adaptive Disturbance / Noise Compensation Nonlinear Model Predictive Control Sensitivity Design, Analysis and Limitations Analysis of Linear Systems Linear Matrix Inequalities in Design Lyapunov's 2nd Method Robotics: Tracking Control Lagrangian and Hamiltonian Theory Variable Structure Control Machine Vision Signal Processing Methods in Control Applied Nonlinear Control Author Index A B C D E F G H I J K L M N O P Q R S T U V W X Y Z	Stochastic Calculus for Fractional Brownian Motion, Part I: Theory Authors: Tyrone E. Duncan, Yaozhong Hu, Bozenna Pasik-Duncan, Volume: 1, Page 212 Paper number 6 Abstract: This paper describes some of the results in a paper by the same authors in SIAM J. Control Optim. 38(2000), 582-612, for a stochastic calculus for a fractional Brownian motion with the Hurst parameter in the interval (1/2,1). Two stochastic integrals are defined with explicit expressions for their first two moments. Multiple and iterated integrals of a fractional Brownian motion are defined and various properties of these integrals are given. A square integrable functional on a probability space of a fractional Brownian motion is expressed as an infinite series of multiple integrals. CD000006.PDF (From Author) TOP Robust Stability and Performance of Stochastic Uncertain Systems on an Infinite Time Interval Authors: Valery A. Ugrinovskii, Ian R. Petersen, Volume: 1, Page 217 Paper number 1245 Abstract: In this paper, we consider a robust stability problem for continuous time stochastic uncertain systems. The uncertainty in the system is characterized in terms of an uncertain probability distribution on the noise input. This uncertainty is assumed to satisfy a certain relative entropy constraint. The solution to a specially parametrized risk-sensitive performance analysis problem is used to estimate the level of guaranteed performance for the stochastic uncertain system under consideration. This solution is obtained by solving an algebraic Riccati equation. The corresponding performance bound holds for all admissible uncertainties and is nonconservative. CD001245.PDF (From Author) TOP A Problem of Stochastic Impulse Control with Discretionary Stopping Authors: Kate Duckworth, Mihail Zervos, Volume: 1, Page 222 Paper number 2056 Abstract: We consider a stochastic control problem that has emerged in the economics literature as an investment model under uncertainty. This problem combines some of the features of stochastic impulse control with optimal stopping. The aim is to discover the form of the optimal strategy. The results that we establish are of an explicit nature. CD002056.PDF (From Author) TOP Optimal Control With HARA Utility Functions Authors: Andrew E.B. Lim, Xun Yu Zhou, Volume: 1, Page 228 Paper number 1320 Abstract: In this paper, a control methodology based on the HARA utility function is presented as an alternative to the exponential-of-an-integral approach to finding robust controllers. This work is inspired by the intuition that HARA controllers, while being robust, may give better performance than exponential controllers in normal situations. The HARA problem is shown to be equivalent to a certain differential game and the asymptotic properties of the HARA problem and this differential game are studied. As an example, a linear-quadratic HARA problem is studied, where the problem of finding a robust HARA controller is proved to be equivalent to solving a standard linear-quadratic problem for a system with a higher noise intensity. This reveals an interesting relationship between robustness and uncertainty. CD001320.PDF (From Author) TOP The Optimal Harvesting of Environmental Bads Authors: Nathaniel Keohane, Benjamin Van Roy, Richard Zeckhauser, Volume: 1, Page 234 Paper number 1786 Abstract: Our analysis melds two traditional approaches to promoting quality. The first is restoring the stock of quality. The second is curbing its flow of deterioration. Although both approaches are widely used in real world settings, analytic models have tended to focus on one strategy or the other. We consider a class of problems, which we call ``SFQ'' problems, in which both stocks and flows can be controlled to promote quality. We develop our results in the context of environmental quality, drawing on real-world examples from atomic wastes to zebra mussels. But the lessons are general, and we show how they apply to promoting the quality of both physical and human capital. We first study optimal policies in the limiting cases when only abatement or restoration is possible. We then focus on the full SFQ world, where both approaches can be used. We show that the optimal policy employs both instruments. Moreover, when combined optimally, neither strategy takes the form it would in the absence of the other. CD001786.PDF (From Author) CD001786.PDF (Scanned) TOP Output Feedback Guaranteed Cost Control for Stochastic Uncertain Systems with Multiplicative Noise Authors: Valery A. Ugrinovskii, Volume: 1, Page 240 Paper number 1089 Abstract: This paper is concerned with the existence of a guaranteed cost controller for an uncertain system which is subject to structured uncertainty. The uncertainty in the system is assumed to have a stochastic character and satisfy certain stochastic integral quadratic constraints. It is shown that a guaranteed cost output feedback controller for a stochastic system can be synthesized as an output feedback controller absolutely stabilizing this system. CD001089.PDF (From Author) TOP