Recent Trends of Estimation-Control Theory of Nonlinear Stochastic Systems and its Applications

Abstract

Abstract This paper is concerned with methods used for state estimation and control of stochastic nonlinear systems. Approaches to lumped parameter systems and distributed ones are distinguished and specific features concerning system structures, state estimation and optimal control are briefly reviewed and discussed from viewpoints of both possible advantages and difficulties for approximations to estimation and control. An attention is paid to different final goals of the estimation and sub-optimal control for stochastic nonlinear lumped parameter systems with respect to the convenience of the approximate methods in question. The most important trends are urged by unsolved problems of estimation and control for stochastic distributed parameter systems exhibiting by the complexity of theoretical and numerical approaches to practical applications.