In this book, control and filtering problems for several classes of stochastic networked systems are discussed. In each chapter, the stability, robustness, reliability, consensus performance, and/or disturbance attenuation levels are investigated within a unified theoretical framework. The aim is to derive the sufficient conditions such that the resulting systems achieve the prescribed design requirements despite all the network-induced phenomena. Further, novel notions such as randomly occurring sensor failures and consensus in probability are discussed. Finally, the theories/techniques developed are applied to emerging research areas.

Key Features

Unifies existing and emerging concepts concerning stochastic control/filtering and distributed control/filtering with an emphasis on a variety of network-induced complexities

Includes concepts like randomly occurring sensor failures and consensus in probability (with respect to time-varying stochastic multi-agent systems)

Exploits the recursive linear matrix inequality approach, completing the square method, Hamilton-Jacobi inequality approach, and parameter-dependent matrix inequality approach to handle the emerging mathematical/computational challenges

Captures recent advances of theories, techniques, and applications of stochastic control as well as filtering from an engineering-oriented perspective

Gives simulation examples in each chapter to reflect the engineering practice