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Details of Grant 

EPSRC Reference: GR/S27658/01
Title: Multiobjective Control and Filtering for Nonlinear Stochastic Systems with Variance Constraints
Principal Investigator: Wang, Professor Z
Other Investigators:
Researcher Co-Investigators:
Project Partners:
Department: Information Systems & Computing
Organisation: Brunel University London
Scheme: First Grant Scheme Pre-FEC
Starts: 09 October 2003 Ends: 08 October 2006 Value (£): 119,018
EPSRC Research Topic Classifications:
Control Engineering
EPSRC Industrial Sector Classifications:
No relevance to Underpinning Sectors
Related Grants:
Panel History:  
Summary on Grant Application Form
The principal motivation for this proposed project is threefold. First, many engineering systems have performance requirements naturally stated in terms of the upper bounds on the steady-state variance values. Secondly, a satisfactory engineering system should possess multiple desired performances such as exponential stability, good steady-state behaviour, robustness to modelling uncertainties, acceptable disturbance rejection attenuation level, reliability, etc. Thirdly, owing to the advances in digital computers and the complexity of modelling, filtering and control for nonlinear stochastic systems have been developed and used in numerous applications. In this research project, the variance-constrained multiobjective stochastic control and filtering theory will be studied extensively for a class of nonlinear stochastic systems. Appropriate time-domain state-space design approaches and criteria will be investigated in detail based on stochastic analysis and nonlinear system theory. Numerical analysis, digital simulations and experiments for a class of engineering (biological) systems will be conducted to demonstrate the usefulness and applicability of the obtained design methods.
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Organisation Website: http://www.brunel.ac.uk