In the context of systems and control, incomplete information
refers to a dynamical system in which knowledge about the system
states is limited due to the difficulties in modelling complexity
in a quantitative way. The well-known types of incomplete
information include parameter uncertainties and norm-bounded
nonlinearities. Recently, in response to the development of network
technologies, the phenomenon of randomly occurring incomplete
information has become more and more prevalent.

Filtering, Control and Fault Detection with Randomly
Occurring Incomplete Information reflects the state-of-the-art
of the research area for handling randomly occurring incomplete
information from three interrelated aspects of control, filtering
and fault detection. Recent advances in networked control systems
and distributed filtering over sensor networks are covered, and
application potential in mobile robotics is also considered. The
reader will benefit from the introduction of new concepts, new
models and new methodologies with practical significance in control
engineering and signal processing.

Key Features:

* Establishes a unified framework for filtering, control and
fault detection problem for various discrete-time nonlinear
stochastic systems with randomly occurring incomplete
information

* Investigates several new concepts for randomly occurring
phenomena and proposes a new system model to better describe
network-induced problems

* Demonstrates how newly developed techniques can handle emerging
mathematical and computational challenges

* Contains the latest research results

Filtering, Control and Fault Detection with Randomly
Occurring Incomplete Information provides a unified yet neat
framework for control/filtering/fault-detection with randomly
occurring incomplete information. It is a comprehensive
textbook for graduate students and is also a useful practical
research reference for engineers dealing with control, filtering
and fault detection problems for networked systems.

Hongli Dong, Harbin Institute of Technology, China

Hongli Dong received the Ph.D. degree in Control Science and Engineering in 2012 from Harbin Institute of Technology, Harbin, China. From July 2009 to January 2010, she was a Research Assistant in the Department of Applied Mathematics, the City University of Hong Kong. From October 2010 to January 2011, she was a Research Assistant in the Department of Mechanical Engineering, the University of Hong Kong. From January 2011 to January 2012, she was a Visiting Scholar in the Department of Information Systems and Computing, Brunel University, London, U.K. She is now a professor with the College of Electrical and Information Engineering, Northeast Petroleum University, Daqing, China, and is currently an Alexander von Humboldt research fellow at the University of Duisburg-Essen, Duisburg, Germany. Dr. Dong's current research interests include robust control and networked control systems. She is a very active reviewer for many international journals.

Zidong Wang, Brunel University, UK

Zidong Wang is currently Professor of Dynamical Systems and Computing in the Department of Information Systems and Computing, Brunel University, U.K. From 1990 to 2002, he held teaching and research appointments in universities in China, Germany and the UK. Prof. Wang's research interests include dynamical systems, signal processing, bioinformatics, control theory and applications. He has published more than 280 papers in refereed international journals. He is a holder of the Alexander von Humboldt Research Fellowship of Germany, the JSPS Research Fellowship of Japan, William Mong Visiting Research Fellowship of Hong Kong. Prof. Wang serves as the Executive Editor for Systems Science and Control Engineering (Taylor and Francis) and an Associate Editor for 11 international journals including five IEEE Transactions. He is a Senior Member of the IEEE, a Fellow of the Royal Statistical Society and a member of the program committee for many international conferences.

Huijun Gao, Harbin Institute of Technology, China
Huijun Gao received the Ph.D. degree in Control Science and Engineering from Harbin Institute of Technology, China, in 2005. He was a Research Associate with the Department of Mechanical

Engineering, The University of Hong Kong, from November 2003 to August 2004. From October 2005 to October 2007, he carried out his postdoctoral research with the Department of Electrical and Computer Engineering, University of Alberta, Canada. Since November 2004, he has been with Harbin Institute of Technology, where he is currently a Professor and Director of the Research Institute of Intelligent Control and Systems. Prof. Gao's research interests include network-based control, robust control/filter theory, time-delay systems and their engineering applications. He is an Associate Editor for Automatica, IEEE Transactions on Industrial Electronics, IEEE Transactions on Systems Man and Cybernetics, IEEE Transactions on Fuzzy Systems, IEEE Transactions on Circuits and Systems, IEEE Transactions on Control Systems Technology, etc.

In the context of systems and control, incomplete information refers to a dynamical system in which knowledge about the system states is limited due to the difficulties in modelling complexity in a quantitative way. The well-known types of incomplete information include parameter uncertainties and norm-bounded nonlinearities. Recently, in response to the development of network technologies, the phenomenon of randomly occurring incomplete information has become more and more prevalent.

Filtering, Control and Fault Detection with Randomly Occurring Incomplete Information reflects the state-of-the-art of the research area for handling randomly occurring incomplete information from three interrelated aspects of control, filtering and fault detection. Recent advances in networked control systems and distributed filtering over sensor networks are covered, and application potential in mobile robotics is also considered. The reader will benefit from the introduction of new concepts, new models and new methodologies with practical significance in control engineering and signal processing.


Key Features:

• Establishes a unified framework for filtering, control and fault detection problem for various discrete-time nonlinear stochastic systems with randomly occurring incomplete information
• Investigates several new concepts for randomly occurring phenomena and proposes a new system model to better describe network-induced problems
• Demonstrates how newly developed techniques can handle emerging mathematical and computational challenges
• Contains the latest research results

Filtering, Control and Fault Detection with Randomly Occurring Incomplete Information provides a unified yet neat framework for control/filtering/fault-detection with randomly occurring incomplete information. It is a comprehensive textbook for graduate students and is also a useful practical research reference for engineers dealing with control, filtering and fault detection problems for networked systems.

Preface xi

Acknowledgments xiii

List of Abbreviations xv

List of Notations xvii

1 Introduction 1

1.1 Background, Motivations, and Research Problems 2

1.2 Outline 7

2 Variance-Constrained Finite-Horizon Filtering and Control with Saturations 11

2.1 Problem Formulation for Finite-Horizon Filter Design 12

2.2 Analysis of H8 and Covariance Performances 14

2.3 Robust Finite-Horizon Filter Design 19

2.4 Robust H8 F…