Advanced Topics in Control and Estimation of State-Multiplicative Noisy Systems begins with an
introduction and extensive literature survey. The text proceeds to cover the field of H8
time-delay linear systems where the issues of stability and L2-gain are presented and solved
for nominal and uncertain stochastic systems via the input-output approach. It presents
solutions to the problems of state-feedback filtering and measurement-feedback control for
these systems for both the continuous- and the discrete-time settings. In the continuous-time
domain the problems of reduced-order and preview tracking control are also presented and
solved. The second part of the monograph concerns non-linear stochastic state- multiplicative
systems and covers the issues of stability control and estimation of the systems in the H8
sense for both continuous-time and discrete-time cases. The book also describes special topics
such as stochastic switched systems with dwell time and peak-to-peak filtering of nonlinear
stochastic systems. The reader is introduced to six practical engineering- oriented examples of
noisy state-multiplicative control and filtering problems for linear and nonlinear systems. The
book is rounded out by a three-part appendix containing stochastic tools necessary for a proper
appreciation of the text: a basic introduction to stochastic control processes aspects of
linear matrix inequality optimization and MATLAB codes for solving the L2-gain and
state-feedback control problems of stochastic switched systems with dwell-time. Advanced Topics
in Control and Estimation of State-Multiplicative Noisy Systems will be of interest to
engineers engaged in control systems research and development to graduate students
specializing in stochastic control theory and to applied mathematicians interested in control
problems. The reader is expected to have some acquaintance with stochastic control theory and
state-space-based optimal control theory and methods for linear and nonlinear systems.
