Continuous simultaneous stabilization of single‐input nonlinear stochastic systems

This paper investigates the simultaneous stabilization of a collection of continuous single‐input non‐linear stochastic systems, with coefficients that are not necessarily locally Lipschitz. A sufficient condition for the existence of a continuous simultaneously stabilizing feedback control is proposed — it is based on the generalized stochastic Lyapunov theorem and on the technique of stochastic control Lyapunov functions. This condition is also necessary, provided that the system's coefficients satisfy some regularity conditions. Moreover, the proposed feedback can be chosen to be bounded under the assumption that appropriate control Lyapunov functions are known. All the proposed simultaneously stabilizing state feedback controllers are explicitly constructed. Finally, two simulation examples are provided to demonstrate the effectiveness of the proposed approach.     

On the simultaneous stabilization of stochastic nonlinear systems

In this paper, the problem of simultaneous stabilization in probability by state feedback is investigated for a class of stochastic nonlinear systems whose drift and diffusion terms are dependent on the control and for which classical methods are not applicable. Under the assumption that a collection of stochastic control Lyapunov functions (SCLFs) is known and based on the generalized stochastic Lyapunov theorem, we derive sufficient conditions for the simultaneous stabilization in probability by a continuous state feedback controller that we explicitly compute. We also derive a necessary condition when the system coefficients satisfy some regularity conditions. This work generalizes previous results on the simultaneous stabilization of stochastic nonlinear systems. The obtained results are illustrated by a numerical example.     

State‐feedback stabilization for high‐order stochastic nonlinear systems with stochastic inverse dynamics

For a class of high‐order stochastic nonlinear systems with stochastic inverse dynamics which are neither necessarily feedback linearizable nor affine in the control input, this paper investigates the problem of state‐feedback stabilization for the first time. Under some weaker assumptions, a smooth state‐feedback controller is designed, which ensures that the closed‐loop system has an almost surely unique solution on [0, ∞), the equilibrium at the origin of the closed‐loop system is globally asymptotically stable in probability, and the states can be regulated to the origin almost surely. A simulation example demonstrates the control scheme. Copyright © 2007 John Wiley & Sons, Ltd.     

随机非线性扰动下广义马氏跳变系统的控制器设计

针对实际系统中非线性扰动以一定概率存在的情况, 讨论广义马氏跳变系统的控制问题. 首先, 运用Bernoulli 变量描述系统中非线性扰动的存在与否, 建立相应的数学模型, 得到在上述一般条件下系统的随机容许性与解的存在唯一性条件. 然后, 以LMI 形式给出模态依赖和模态独立控制器的存在条件. 与现有结果相比, 所得结果考虑了非线性扰动的存在概率, 具有较小的保守性. 最后, 通过数值例子验证了所得结果的有效性和优越性.

     

Stability and stabilization of nonlinear discrete‐time stochastic systems

This paper mainly studies the locally/globally asymptotic stability and stabilization in probability for nonlinear discrete‐time stochastic systems. Firstly, for more general stochastic difference systems, two very useful results on locally and globally asymptotic stability in probability are obtained, which can be viewed as the discrete versions of continuous‐time Itô systems. Then, for a class of quasi‐linear discrete‐time stochastic control systems, both state‐ and output‐feedback asymptotic stabilization are studied, for which, sufficient conditions are presented in terms of linear matrix inequalities. Two simulation examples are given to illustrate the effectiveness of our main results.     

State‐feedback stabilization for a class of stochastic time‐delay nonlinear systems

This paper investigates the problem of state‐feedback stabilization for a class of lower‐triangular stochastic time‐delay nonlinear systems without controllable linearization. By extending the adding‐a‐power‐integrator technique to the stochastic time‐delay systems, a state‐feedback controller is explicitly constructed such that the origin of closed‐loop system is globally asymptotically stable in probability. The main design difficulty is to deal with the uncontrollable linearization and the nonsmooth system perturbation, which, under some appropriate assumptions, can be solved by using the adding‐a‐power‐integrator technique. Two simulation examples are given to illustrate the effectiveness of the control algorithm proposed in this paper.Copyright © 2011 John Wiley & Sons, Ltd.     

Global output‐feedback stabilization for stochastic nonlinear systems: A double‐domination approach

This paper is concerned with global stabilization via output feedback for a class of stochastic nonlinear systems with time‐varying continuous output function. Under linear growth conditions, a new double‐domination method is proposed for the first time to construct an output‐feedback stabilizing controller. Different from the related results, the design of the observer is performed without using the information on the output function and nonlinearities. This paper also provides a viewpoint at the feedback stabilization to eliminate the continuous measurement error originating from inaccurate detection of system state. A simulation example is presented to demonstrate the effectiveness of control strategy.     

Finite‐time stability and stabilization of semi‐Markovian jump systems with time delay

Semi‐Markovian jump systems are more general than Markovian jump systems in modeling practical systems. On the other hand, the finite‐time stochastic stability is also more effective than stochastic stability in practical systems. This paper focuses on the finite‐time stochastic stability, exponential stochastic stability, and stabilization of semi‐Markovian jump systems with time‐varying delay. First, a new stability condition is presented to guarantee the finite‐time stochastic stability of the system by using a new Lyapunov‐Krasovskii functional combined with Wirtinger‐based integral inequality. Second, the stability criterion is further proved to guarantee the exponential stochastic stability of the system. Moreover, a controller design method is also presented according to the stability criterion. Finally, an example is provided to illustrate that the proposed stability condition is less conservative than other existing results. Additionally, we use the proposed method to design a controller for a load frequency control system to illustrate the effectiveness of the method in a practical system of the proposed method.     

随机马尔科夫跳跃系统有限时间控制

研究了转移概率部分信息未知的随机马尔科夫跳跃系统的有限时间控制问题.首先,介绍了有限时间随机稳定性与随机镇定性的概念;然后,利用矩阵变换、数学期望以及Gronwall不等式等方法,给出了系统为有限时间随机稳定的判定准则.利用上述结果,得出了系统状态输出反馈随机镇定的充分条件;进一步,考虑到实际工程中系统状态的不完全可测性,给出了保证系统有限时间随机镇定的动态输出反馈控制器设计方式,并求得了此控制器存在的判定条件.最后,用一个数值算例说明了控制器设计方法的有效性.     

Continuous finite‐time state feedback stabilizers for some nonlinear stochastic systems

This paper is concerned with the problem of finite‐time stabilization for some nonlinear stochastic systems. Based on the stochastic Lyapunov theorem on finite‐time stability that has been established by the authors in the paper, it is proven that Euler‐type stochastic nonlinear systems can be finite‐time stabilized via a family of continuous feedback controllers. Using the technique of adding a power integrator, a continuous, global state feedback controller is constructed to stabilize in finite time a large class of two‐dimensional lower‐triangular stochastic nonlinear systems. Also, for a class of three‐dimensional lower‐triangular stochastic nonlinear systems, a recursive design scheme of finite‐time stabilization is given by developing the technique of adding a power integrator and constructing a continuous feedback controller. Finally, a simulation example is given to illustrate the theoretical results. Copyright © 2014 John Wiley & Sons, Ltd.     

非齐次马尔可夫跳跃正线性系统的稳定与镇定

本文研究一类非齐次马尔可夫跳跃正线性系统的稳定与镇定问题.该系统中模态的变化服从非齐次马尔可夫过程,其模态转移速率/概率矩阵是随时间随机变化的,且变化规律由一个高层马尔可夫过程描述,本文提出一种双层马尔可夫跳跃正系统模型来刻画此类系统特征.在此基础上,利用切换线性余正李雅普诺夫函数给出此类连续和离散时间非齐次马尔可夫跳跃正线性系统平均稳定的判据.然后,运用线性规划方法设计依赖于模态–模态转移速率/概率矩阵的状态反馈控制器,进而实现闭环系统的平均稳定性.最后,以功率分配系统为例给出仿真算例,验证了所设计控制策略的有效性.     

非线性随机时滞系统输出反馈镇定

研究了非线性随机时滞系统的镇定问题. 运用Backstepping递推设计方法, 得到了使得非线性随机时滞系统镇定的输出反馈控制器的设计算法.     

非线性随机时滞系统输出反馈镇定

研究了非线性随机时滞系统的镇定问题，运用Backstepping递推设计方法，得到了使得非线性随机时滞系统镇定的输出反馈控制器的设计算法。     

Output feedback stabilization of stochastic feedforward nonlinear systems with input and state delay

This paper considers the problem of output feedback stabilization for a class of stochastic feedforward nonlinear systems with input and state delay. Under a set of coordinate transformations, we first design a linear output feedback controller for a nominal system. Then, with the aid of feedback domination technique and an appropriate Lyapunov–Krasovskii functional, it is proved that the proposed linear output feedback controller can drive the closed‐loop system globally asymptotically stable in probability. Copyright © 2015 John Wiley & Sons, Ltd.     

Adaptive NN output‐feedback decentralized stabilization for a class of large‐scale stochastic nonlinear strict‐feedback systems

In this paper, the decentralized adaptive neural network (NN) output‐feedback stabilization problem is investigated for a class of large‐scale stochastic nonlinear strict‐feedback systems, which interact through their outputs. The nonlinear interconnections are assumed to be bounded by some unknown nonlinear functions of the system outputs. In each subsystem, only a NN is employed to compensate for all unknown upper bounding functions, which depend on its own output. Therefore, the controller design for each subsystem only need its own information and is more simplified than the existing results. It is shown that, based on the backstepping method and the technique of nonlinear observer design, the whole closed‐loop system can be proved to be stable in probability by constructing an overall state‐quartic and parameter‐quadratic Lyapunov function. The simulation results demonstrate the effectiveness of the proposed control scheme. Copyright © 2010 John Wiley & Sons, Ltd.     

State feedback control of a class of high‐order stochastic nonlinear systems

This paper poses and solves a new problem of state feedback stabilization for a class of high‐order stochastic nonlinear systems in which the power order restriction and growth condition are relaxed to a more general form. Based on the ideas of the homogeneous systems theory and the adding of a power integrator technique, a state feedback controller is constructed to ensure that the equilibrium at the origin of the closed‐loop system is globally asymptotically stable in probability and that the problem of inverse optimal stabilization in probability is solved. The efficiency of the state feedback controller is demonstrated by a simulation example. Copyright © 2011 John Wiley & Sons, Ltd.     

Constrained control of uncertain nonhomogeneous Markovian jump systems

This paper addresses the problem of robust stabilization for uncertain systems subject to input saturation and nonhomogeneous Markovian jumps, where the uncertainties are assumed to be norm bounded and the transition probabilities are time‐varying and unknown. By expressing the saturated linear feedback law on a convex hull of a group of auxiliary linear feedback laws and the time‐varying transition probabilities inside a polytope, we establish conditions under which the closed‐loop system is asymptotically stable. On the basis of these conditions, the problem of designing the state feedback gains for achieving fast transience response with a guaranteed size of the domain of attraction is formulated and solved as a constrained optimization problem with linear matrix inequality constraints. The results are then illustrated by numerical examples including the application to a DC motor speed control example. Copyright © 2017 John Wiley & Sons, Ltd.     

Robust H∞ fuzzy observer‐based tracking control design for a class of nonlinear stochastic Markovian jump systems

This paper investigates the stochastic H_∞ tracking control problem for a class of nonlinear stochastic Markovian jump systems. The attention is focused on the design of a fuzzy observer‐based fuzzy controller such that an H_∞ model reference tracking performance is guaranteed for admissible disturbances. A sufficient condition is established to guarantee the existence of the desired robust controller, which is given in terms of a set of coupled matrix inequalities. Moreover, a novel decoupled method is proposed to transform the sufficient condition into some linear matrix inequality (LMI) form such that observer gains and control gains can be simultaneously obtained by solving a set of LMIs. Finally, a simulation example is presented to illustrate the effectiveness of the proposed design method. Copyright © 2010 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society     

Stabilization of stochastic coupled systems with Markovian switching via feedback control based on discrete‐time state observations

This study investigates the stabilization issue of stochastic coupled systems with Markovian switching via feedback control. A state feedback controller based on the discrete‐time observations is applied for the stabilization purpose. By making use of the graph theory and the Lyapunov method, we establish both Lyapunov‐ and coefficient‐type sufficient criteria to guarantee the stabilization in the sense of stability, and then, we further develop the mean‐square asymptotical stability. In particular, the upper bound of the duration between 2 consecutive state observations is well formulated. Applications to a concrete stabilization problem of stochastic coupled oscillators with Markovian switching and some numerical analyses are presented to illustrate and to demonstrate the easy verifiability, effectivity, and efficiency of our theoretical findings.