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Variance-Constrained Filtering for Stochastic Complex Systems : Theories and Algorithms - Jun Hu

Variance-Constrained Filtering for Stochastic Complex Systems

Theories and Algorithms

By: Jun Hu, Zidong Wang, Chaoqing Jia

eText | 29 April 2025

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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 practical significance in control engineering and signal processing.

It is a collection of several research results and thereby serves as a useful reference for upper undergraduate, postgraduate and engineers who are interested in studying (i) the variance-constrained filtering, (ii) recent advances affected by incomplete information and (iii) potential applications in practical engineering systems.

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Non-FictionMathematicsCalculus & Mathematical AnalysisReference, Information & Interdisciplinary SubjectsResearch & InformationInformation theoryCybernetics & Systems TheoryEngineering & TechnologyTechnology in GeneralEngineering in GeneralEnergy Technology & EngineeringElectrical Engineering
Maths for EngineersElectronics & Communications EngineeringElectronics EngineeringAutomatic Control Engineering

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