内容简介：　　　

　　 　　• Unifies existing and emerging concepts concerning multi-objective control and stochastic control with engineering-oriented phenomena.
　 　　• Establishes a unified theoretical framework for control and filtering problems for a class of discrete-time nonlinear stochastic systems with consideration to performance.
　　• Includes case studies of several nonlinear stochastic systems.
　　• Investigates the phenomena of incomplete information, including missing/degraded measurements, actuator failures and sensor saturations.
　　• Considers both time-invariant systems and time-varying systems.
　　• Exploits newly developed techniques to handle the emerging mathematical and computational challenges.

英文目录：
Preface
Acknowledgements
List of Abbreviations
1 Introduction
　　1.1 Analysis and Synthesis of Nonlinear Stochastic Systems
　　　　1.1.1 Nonlinear Systems
　　　　1.1.2 Stochastic Systems
　　1.2 Multi-Objective Control and Filtering with Variance Constraints
　　　　1.2.1 Covariance Control Theory
　　　　1.2.2 Multiple Performance Requirements
　　　　1.2.3 Design Techniques for Nonlinear Stochastic Systems with Variance Constraints
　　　　1.2.4 A Special Case of Multi-Objective Design: Mixed H2/H∞ Control/Filtering
　　1.3 Outline
2 Robust H∞ Control with Variance Constraints
　　2.1 Problem Formulation
　　2.2 Stability, H∞ Performance and Variance Analysis
　　　　2.2.1 Stability, H∞Performance Analysis
　　　　2.2.2 Variance Analysis
　　2.3 Robust Controller Design
　　2.4 Numerical Example
　　2.5 Summary
3 Robust Mixed H2/H∞ Filtering
　　3.1 System Description and Problem Formulation
　　3.2 Algebraic Characterizations for Robust H2/H∞ Filtering
　　　　3.2.1 Robust H2 Filtering
　　　　3.2.2 Robust H∞ Filtering
　　3.3 Robust H2/H∞ Filter Design Techniques
　　3.4 An Illustrative Example
　　3.5 Summary
4 Filtering with Missing Measurements
　　4.1 Problem Formulation
　　4.2 Stability and Variance Analysis
　　4.3 Robust Filter Design
　　4.4 Numerical Example
　　4.5 Summary
5 Robust Fault-Tolerant Control
　　5.1 Problem Formulation
　　5.2 Stability and Variance Analysis
　　5.3 Robust Controller Design
　　5.4 Numerical Example
　　5.5 Summary
6 Robust H2 SMC
　　6.1 The System Model
　　6.2 Robust H2 Sliding Mode Control
　　　　6.2.1 Switching Surface
　　　　6.2.2 Performances of the Sliding Motion
　　　　6.2.3 Computational Algorithm
　　6.3 Sliding Mode Controller
　　6.4 Numerical Example
　　6.5 Summary
7 Dissipative Control with Degraded Measurements
　　7.1 Problem Formulation
　　7.2 Stability, Dissipativity and Variance Analysis
　　7.3 Observer-Based Controller Design
　　　　7.3.1 Solvability of Multi-Objective Control Problem
　　　　7.3.2 Computational Algorithm
　　7.4 Numerical Example
　　7.5 Summary
8 Variance-Constrained H∞ Control with Multiplicative Noises
　　8.1 Problem Formulation
　　8.2 Stability, H∞ Performance, Variance Analysis
　　　　8.2.1 Stability
　　　　8.2.2 H∞ performance
　　　　8.2.3 Variance analysis
　　8.3 Robust State Feedback Controller Design
　　8.4 A Numerical Example
　　8.5 Summary
9 Robust Finite-Horizon H∞ Control
　　9.1 Problem Formulation
　　9.2 Performance Analysis
　　　　9.2.1 H∞ Performance
　　　　9.2.2 Variance Analysis
　　9.3 Robust Finite Horizon Controller Design
　　9.4 Numerical Example
　　9.5 Summary
10 Finite-Horizon Filtering with Degraded Measurements
　　10.1 Problem Formulation
　　10.2 Performance Analysis
　　　　10.2.1 H∞ Performance Analysis
　　　　10.2.2 System Covariance Analysis
　　10.3 Robust Filter Design
　　10.4 Numerical Example
　　10.5 Summary
11 Mixed H2/H∞ Control with Randomly Occurring Nonlinearities: the Finite-Horizon Case
　　11.1 Problem Formulation
　　11.2 H1 Performance
　　11.3 Mixed H2/H∞ Controller Design
　　　　11.3.1 State-Feedback Controller Design
　　　　11.3.2 Computational Algorithm
　　11.4 Numerical Example
　　11.5 Summary
12 Finite-Horizon H2/H∞ Control of MJSs with Sensor Failures
　　12.1 Problem Formulation
　　12.2 H1 Performance
　　12.3 Mixed H2/H∞ Controller Design
　　　　12.3.1 Controller Design
　　　　12.3.2 Computational Algorithm
　　12.4 Numerical Example
　　12.5 Summary
13 Finite-Horizon Control with ROSF
　　13.1 Problem Formulation
　　13.2 H1 and Covariance Performances Analysis
　　　　13.2.1 H∞ Performance
　　　　13.2.2 Covariance Analysis
　　13.3 Robust Finite-Horizon Controller Design
　　　　13.3.1 Controller Design
　　　　13.3.2 Computational Algorithm
　　13.4 Numerical Example
　　13.5 Summary
14 Finite-Horizon H2/H∞ Control with Actuator Failures
　　14.1 Problem Formulation
　　14.2 H∞ Performance
　　14.3 Multi-Objective Controller Design
　　　　14.3.1 Controller Design
　　　　14.3.2 Computational Algorithm
　　14.4 Numerical Example
　　14.5 Summary
15 Conclusions and Future Topics
References