Stabilization of stochastic nonlinear systems driven by noise ofunknown covariance

This paper poses and solves a new problem of stochastic (nonlinear) disturbance attenuation where the task is to make the system solution bounded by a monotone function of the supremum of the covariance of the noise. This is a natural stochastic counterpart of the problem of input-to-state stabilization in the sense of Sontag (1989). Our development starts with a set of new global stochastic Lyapunov theorems. For an exemplary class of stochastic strict-feedback systems with vanishing nonlinearities, where the equilibrium is preserved in the presence of noise, we develop an adaptive stabilization scheme (based on tuning functions) that requires no a priori knowledge of a bound on the covariance. Next, we introduce a control Lyapunov function formula for stochastic disturbance attenuation. Finally, we address optimality and solve a differential game problem with the control and the noise covariance as opposing players; for strict-feedback systems the resulting Isaacs equation has a closed-form solution     

State-feedback ℋ∞ control for stochastic time-delay nonlinear systems with state and disturbance-dependent noise

This article focuses on the state-feedback ?_∞ control problem for the stochastic nonlinear systems with state and disturbance-dependent noise and time-varying state delays. Based on the maxmin optimisation approach, both the delay-independent and the delay-dependent Hamilton–Jacobi-inequalities (HJIs) are developed for synthesising the state-feedback ?_∞ controller for a general type of stochastic nonlinear systems. It is shown that the resulting control system achieves stochastic stability in probability and the prescribed disturbance attenuation level. For a class of stochastic affine nonlinear systems, the delay-independent as well as delay-dependent matrix-valued inequalities are proposed; the resulting control system satisfies global asymptotic stability in the mean-square sense and the required disturbance attenuation level. By modelling the nonlinearities as uncertainties in corresponding stochastic time-delay systems, the sufficient conditions in terms of a linear matrix inequality (LMI) and a bilinear matrix inequality (BMI) are derived to facilitate the design of the state-feedback ?_∞ controller. Finally, two numerical examples are provided to illustrate the effectiveness of the proposed methods.     

Decentralized backstepping output-feedback control for stochastic interconnected systems with time-varying delays using neural networks

This paper addresses the decentralized adaptive output-feedback control problem for a class of interconnected stochastic strict-feedback uncertain systems described by It $\hat{\hbox{o}}$ differential equation using neural networks. Compared with the existing literature, this paper removes the commonly used assumption that the interconnections are bounded by known functions multiplying unknown parameters, and all unknown interconnections are lumped in a suitable function which is compensated by only a neural network in each subsystem. So, the controller is simpler even than that for the strict-feedback systems described by the ordinary differential equation. Moreover, the circle criterion is applied to designing nonlinear observers for the estimates of system states. A simulation example is used to illustrate the effectiveness of control scheme proposed in this paper.     

Distributed cooperative H∞ optimal tracking control of MIMO nonlinear multi-agent systems in strict-feedback form via adaptive dynamic programming

The design of distributed cooperative H_∞ optimal controllers for multi-agent systems is a major challenge when the agents’ models are uncertain multi-input and multi-output nonlinear systems in strict-feedback form in the presence of external disturbances. In this paper, first, the distributed cooperative H_∞ optimal tracking problem is transformed into controlling the cooperative tracking error dynamics in affine form. Second, control schemes and online algorithms are proposed via adaptive dynamic programming (ADP) and the theory of zero-sum differential graphical games. The schemes use only one neural network (NN) for each agent instead of three from ADP to reduce computational complexity as well as avoid choosing initial NN weights for stabilising controllers. It is shown that despite not using knowledge of cooperative internal dynamics, the proposed algorithms not only approximate values to Nash equilibrium but also guarantee all signals, such as the NN weight approximation errors and the cooperative tracking errors in the closed-loop system, to be uniformly ultimately bounded. Finally, the effectiveness of the proposed method is shown by simulation results of an application to wheeled mobile multi-robot systems.     

H∞ Control for Continuous‐Time Mean‐Field Stochastic Systems

An H_∞‐type control is considered for mean‐field stochastic differential equations (SDEs) in this paper. A stochastic bounded real lemma (SBRL) is proved for mean‐field stochastic continuous‐time systems with state‐ and disturbance‐dependent noise. Based on SBRL, a sufficient condition is given for the existence of a stabilizing H_∞ controller in terms of coupled nonlinear matrix inequalities.     

不确定非仿射系统的引入动态逆的自抗扰控制器设计

针对一类不确定非仿射严反馈非线性系统, 提出一种引入动态逆的线性自抗扰控制器设计方法. 首先, 利 用微分同胚映射将严反馈非线性系统变换为积分串联型系统, 然后针对积分串联型系统设计线性自抗扰控制器. 提出的线性自抗扰控制器将闭环系统划分为3个时间尺度, 其中线性扩张状态观测器位于最快的时间尺度上, 用来 估计系统的状态和总和扰动, 动态逆位于次快的时间尺度上用以求解非仿射情况下的控制律, 系统动态位于最慢的 时间尺度上. 利用奇异摄动理论分析了闭环系统的稳定性和性能. 提出的自抗扰控制设计方法同样适用于控制增 益不确定的仿射非线性系统. 仿真和实验结果验证了提出的线性自抗扰控制器的可行性.     

A novel adaptive control design method for stochastic nonlinear systems using neural network

This paper presents a novel method for designing an adaptive control system using radial basis function neural network. The method is capable of dealing with nonlinear stochastic systems in strict-feedback form with any unknown dynamics. The proposed neural network allows the method not only to approximate any unknown dynamic of stochastic nonlinear systems, but also to compensate actuator nonlinearity. By employing dynamic surface control method, a common problem that intrinsically exists in the back-stepping design, called “explosion of complexity”, is resolved. The proposed method is applied to the control systems comprising various types of the actuator nonlinearities such as Prandtl–Ishlinskii (PI) hysteresis, and dead-zone nonlinearity. The performance of the proposed method is compared to two different baseline methods: a direct form of backstepping method, and an adaptation of the proposed method, named APIC-DSC, in which the neural network is not contributed in compensating the actuator nonlinearity. It is observed that the proposed method improves the failure-free tracking performance in terms of the Integrated Mean Square Error (IMSE) by 25%/11% as compared to the backstepping/APIC-DSC method. This depression in IMSE is further improved by 76%/38% and 32%/49%, when it comes with the actuator nonlinearity of PI hysteresis and dead-zone, respectively. The proposed method also demands shorter adaptation period compared with the baseline methods.

     

Output Feedback H∞ Control for Discrete‐time Mean‐field Stochastic Systems

This paper is to consider dynamic output feedback H_∞ control of mean‐field type for stochastic discrete‐time systems with state‐ and disturbance‐dependent noise. A stochastic bounded real lemma (SBRL) of mean‐field type is derived. Based on the SBRL, a sufficient condition with the form of coupled nonlinear matrix inequalities is derived for the existence of a stabilizing H_∞ controller. Moreover, a numerical example is given to examine the effectiveness of the theoretical results.     

Stabilization of interconnected nonlinear stochastic Markovian jump systems via dissipativity approach

This paper considers the stabilization problems for interconnected nonlinear stochastic Markovian jump systems from the viewpoint of dissipativity theory. Based on the strongly stochastic passivity theory, the feedback equivalence and global stabilization problems are studied for interconnected nonlinear stochastic Markovian jump systems. The strongly stochastic γ-dissipativity sustains a direct H_∞ control for this class of systems instead of solving coupled Hamilton–Jacobi inequalities.     

随机非线性系统基于事件触发机制的自适应神经网络控制

针对一类具有严格反馈结构且控制方向未知的随机非线性系统，提出了基于事件触发机制的自适应神经网络（Adaptive neural network，ANN）输出反馈控制方法.利用径向基神经网络逼近系统中未知的非线性函数.通过引入Nussbaum增益函数并设计滤波器，解决了系统控制方向未知的问题.通过设计具有相对阈值的事件触发机制，保证了闭环随机非线性系统的有界性.最后给出数值仿真例子验证所提控制方法的有效性.     

Reduced-order observer-based control design for nonlinear stochastic systems

In this paper, we investigate the stabilization control design problem of nonlinear stochastic SISO systems in strict-feedback form. By introducing a novel reduced-order observer, an output-feedback-based control is constructively designed, which renders the closed-loop system asymptotically stable in the large when the nonlinearities and stochastic disturbance equal zero at the equilibrium point of the open-loop system, and bounded in probability, otherwise. Besides, the obtained controller preserves the equilibrium point of the open-loop nonlinear system.     

Direct adaptive NN control of a class of nonlinear systems

In this paper, direct adaptive neural-network (NN) control is presented for a class of affine nonlinear systems in the strict-feedback form with unknown nonlinearities. By utilizing a special property of the affine term, the developed scheme,avoids the controller singularity problem completely. All the signals in the closed loop are guaranteed to be semiglobally uniformly ultimately bounded and the output of the system is proven to converge to a small neighborhood of the desired trajectory. The control performance of the closed-loop system is guaranteed by suitably choosing the design parameters. Simulation results are presented to show the effectiveness of the approach.     

Robust H∞ Sliding Mode Control for a Class of Singular Stochastic Nonlinear Systems

This paper concerns the problem of robust H_∞ sliding mode control for a class of singular stochastic nonlinear systems. Integral sliding mode control is developed to deal with this problem. Based on the integral sliding surface of the design and linear matrix inequality, a sufficient condition which guarantees the sliding mode dynamics is asymptotically mean square admissible and has a prescribed H_∞ performance for a class of singular stochastic nonlinear systems is proposed. Furthermore, a sliding mode control law is synthesized such that the singular stochastic nonlinear system can be driven to the sliding surface in finite time. Finally, a numerical example is proposed to illustrate the effectiveness of the given theoretical results.     

Adaptive event-triggered tracking control for a class of stochastic nonlinear systems with full-state constraints

This paper proposes an adaptive event trigger-based sample-and-hold tracking control scheme for a class of strict-feedback nonlinear stochastic systems with full-state constraints. By introducing a tan-type stochastic Barrier Lyapunov function (SBLF) combined with radial basis function neural networks (RBFNNs), which is used to approximate the nonlinear functions in backstepping procedures, an adaptive event-triggered controller is designed. It is shown with stochastic stability theory that all the states cannot violate their constraints, and Zeno behavior is excluded almost surely. Meanwhile, all the signals of the closed-loop systems are bounded almost surely and the tracking error converges to an arbitrary small compact set in the fourth-moment sense. A simulation example is given to show the effectiveness of the control scheme.     

Finite-dimensional optimal controllers for nonlinear plants

Optimal risk sensitive feedback controllers are now available for very general stochastic nonlinear plants and performance indices. They consist of nonlinear static feedback of so called information states from an information state filter. In general, these filters are linear, but infinite dimensional, and the information state feedback gains are derived from (doubly) infinite dimensional dynamic programming. The challenge is to achieve optimal finite dimensional controllers using finite dimensional calculations for practical implementation.This paper derives risk sensitive optimality results for finite-dimensional controllers. The controllers can be conveniently derived for ‘linearized’ (approximate) models (applied to nonlinear stochastic systems). Performance indices for which the controllers are optimal for the nonlinear plants are revealed. That is, inverse risk-sensitive optimal control results for nonlinear stochastic systems with finite dimensional linear controllers are generated. It is instructive to see from these results that as the nonlinear plants approach linearity, the risk sensitive finite dimensional controllers designed using linearized plant models and risk sensitive indices with quadratic cost kernels, are optimal for a risk sensitive cost index which approaches one with a quadratic cost kernel. Also even far from plant linearity, as the linearized model noise variance becomes suitably large, the index optimized is dominated by terms which can have an interesting and practical interpretation.Limiting versions of the results as the noise variances approach zero apply in a purely deterministic nonlinear H_∞ setting. Risk neutral and continuous-time results are summarized.More general indices than risk sensitive indices are introduced with the view to giving useful inverse optimal control results in non-Gaussian noise environments.     

基于性能指标约束的一类输入死区非线性系统最优控制

针对一类考虑指定性能和带有输入死区约束的严格反馈非线性系统,本文提出了一种自适应模糊最优控制方法.采用模糊逻辑系统逼近系统的未知非线性函数及代价函数,利用backstepping方法及命令滤波技术,设计前馈控制器.针对仿射形式的误差系统,结合自适应动态规划技术,设计最优反馈控制器.采用指定性能控制方法,将系统跟踪误差约束在指定范围内.利用死区斜率信息解决具有死区输入的非线性系统的控制问题.基于Lyapunov稳定性理论,证明闭环系统内所有信号是一致最终有界的.最后仿真结果验证了本文方法的可行性和有效性.     

Observer-based backstepping dynamic surface control for stochastic nonlinear strict-feedback systems

An observer-based dynamic surface control approach is proposed for a class of stochastic nonlinear strict-feedback systems in order to solve the problem of ‘explosion of complexity’ in the backstepping design; that is, the dynamic surface control approach is extended to the stochastic setting. The circle criterion is applied to designing a nonlinear observer, and so no linear growth condition is imposed on nonlinear functions depending on system states. It is proved that the closed-loop system is semi-globally uniformly ultimately bounded in fourth moment, and the ultimate boundedness can be tuned arbitrarily small. Two examples are given to demonstrate the effectiveness of the control scheme proposed in this paper.     

Robust stabilization and H∞ control of uncertain stochastic time‐delay systems with nonlinear perturbation

This paper investigates the problem of delay‐dependent robust stochastic stabilization and H_∞ control for uncertain stochastic nonlinear systems with time‐varying delay. System uncertainties are assumed to be norm bounded. Firstly, by using novel method to deal with the integral terms, robustly stochastic stabilization results are obtained for stochastic uncertain systems with nonlinear perturbation, and an appropriate memoryless state feedback controller can be chosen. Compared with previous results, the new technique can sufficiently utilize more negative items information. Then, robust H_∞ control for uncertain stochastic system with time‐varying delay and nonlinear perturbation is considered, and the controller is designed, which will guarantee that closed‐loop system is robustly stochastically stable with disturbance attenuation level. Finally, two numerical examples are listed to illustrate that our results are effective and less conservative than other reports in previous literature. Copyright © 2016 John Wiley & Sons, Ltd.     

随机非线性严格反馈系统的自适应神经网络输出反馈镇定

针对具有严格反馈形式的随机非线性系统, 首次引入神经网络控制技术, 设计了适当形式的随机控制 Lyapunov函数, 并运用反推(Backstepping)技术和非线性观测器设计技术, 构造出一类自适应神经网络输出反馈控制器. 在一定条件下, 证明了闭环系统平衡点依概率稳定. 仿真算例验证了所给控制方案的有效性.     

随机非线性时滞大系统的输出反馈分散镇定

针对具有严格反馈形式的随机非线性时滞大系统,设计了含有时滞项的随机控制Lyapunov函数,运用Backstepping技术,构造出一类输出反馈无记忆控制器.在此控制器作用下,所考虑的闭环系统实现概率意义上的时滞无关全局渐近稳定.并在无限时区优化指标函数的约束下,对控制器进行逆优再设计,以满足一定的性能要求.