Stochastic nonlinear stabilization - I: A backstepping design |
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Authors: | Hua Deng Miroslav Krsti? |
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Affiliation: | Hua Deng,Miroslav Krsti
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Abstract: | While the current robust nonlinear control toolbox includes a number of methods for systems affine in deterministic bounded disturbances, the problem when the disturbance is unbounded stochastic noise has hardly been considered. We present a control design which achieves global asymptotic (Lyapunov) stability in probability for a class of strict-feedback nonlinear continuous-time systems driven by white noise. In a companion paper, we develop inverse optimal control laws for general stochastic systems affine in the noise input, and for strict-feedback systems. A reader of this paper needs no prior familiarity with techniques of stochastic control. |
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Keywords: | Stochastic nonlinear systems Backstepping |
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