Advanced topics in control and estimation of state-multiplicative noisy systems (Q1946772)

This book is about control and estimation of state-multiplicative noisy systems, which has developed the authors' previous book [\textit{E.~Gershon}, \textit{U.~Shaked}, and \textit{I.~Yaesh}, ''\(H_\infty\) control and estimation of state-multiplicative linear systems'', Springer, Lecture Notes in Control and Information Sciences 318, (2005; Zbl 1116.93003)]. The systems consider in this book is extended to various ones with state dependent noise. The book contains five parts. Part 1. Introduction and literature survey. Part 2. Time delay stochastic systems. Part 3. Stability, control and estimation of stochastic nonlinear system in the H sense. Part 4. Stochastic switched system with dwell time. Part 5. Some examples. Some Matlab codes for solving the systems given in examples are supplied in Appendix C, which will be helpful for readers to try to give some simulation. The book is suitable for graduate students and engineers. The main methods of this book are LMI and Ito formula, so the readers should have some basic knowledge of probability theory, stochastic processes, and stochastic differential equation. Meanwhile the stability theory of linear and nonlinear systems, state space methods and optimal control theory are needed. As a book for graduate students it will be better if some exercises can be added.