Techniques In Discrete-time Stochastic Control Systems, Volume 73: Advances In Theory And Applications (advances In Theory & Applications)

CONTROL AND DYNAMIC SYSTEMS Advances in Theory and Applications Volume 73 CONTRIBUTORS TO THIS VOLUME MOHAMMED ABBAD ZIJAD A GANO VIC SIVA S. BANDA BOR-SEN CHEN GIANNI FERRETTI JERZY A. FILAR ZORAN GAJIC LANG HONG P. J. LYNCH CLAUDIO MAFFEZZONI SEN-CHUEH PENG RICCARDO SCA TTOLINI XUEMIN SHEN JITENDRA K. TUGNAIT EDWIN ENGIN YAZ HSI-HAN YEH CONTROL AND DYNAMIC SYSq'EMS ADVANCES IN THEORY AND APPLICATIONS Edited by C. T. LEONDES University of California, Los Angeles Los Angeles, California VOLUME 73: TECHNIQUES IN DISCRETE-TIME STOCHASTIC CONTROL SYSTEMS ACADEMIC PRESS San Diego New York Boston London Sydney Tokyo Toronto This book is printed on acid-free paper. Copyright 9 1995 by ACADEMIC PRESS, INC. All Rights Reserved. No part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Academic Press, Inc. A Division of Harcourt Brace & Company 525 B Street, Suite 1900, San Diego, California 92101-4495 United Kingdom Edition published by Academic Press Limited 24-28 Oval Road, London NWl 7DX International Standard Serial Number: 0090-5267 International Standard Book Number: 0-12-012773-3 PRINTED IN THE UNITED STATES OF AMERICA 95 96 97 98 99 00 QW 9 8 7 6 5 4 3 2 1 CONTENTS CONTRIBUTORS ................................................................................... vii PREFACE ................................................................................................ ix Techniques for Reduced-Order Control of Stochastic Discrete-Time Weakly Coupled Large Scale Systems .................................................. Xuemin Shen, Zijad Aganovic, and Zoran Gajic Techniques in Stochastic System Identification with Noisy Input & Output System Measurements ................................................................ 41 Jitendra K. Tugnait Robust Stability of Discrete-Time Randomly Perturbed Systems 89 Edwin Engin Yaz Observer Design of Discrete-Time Stochastic Parameter Systems ...... 121 Edwin Engin Yaz The Recursive Estimation of Time Delay in Sampled-Data Control Systems .................................................................................................... 159 Gianni Ferretti, Claudio Maffezzoni, and Riccardo Scattolini Stability Analysis of Digital Kalman Filters 207 Bor-Sen Chen and Sen-Chueh Peng Distributed Discrete Filtering for Stochastic Systems with Noisy and Fuzzy Measurements ............................................................................... 237 Lang Hong vi CONTENTS Algorithms for Singularly Perturbed Markov Control Problems: A Survey .................................................................................................. 257 Mohammed Abbad and Jerzy A. Filar Control of U n k n o w n Systems via Deconvolution ................................ 289 Hsi-Han Yeh, Siva S. Banda, and P. J. Lynch I N D E X ..................................................................................................... 315 CONTRIBUTORS Numbers in parentheses indicate the pages