Output-feedback stabilization of stochastic nonlinear systems driven by noise of unknown covariance |
| |
Authors: | Hua Deng Miroslav Krsti |
| |
Affiliation: | Department of AMES, University of California at San Diego, La Jolla, CA 92093-0411, USA |
| |
Abstract: | We address the class of stochastic output-feedback nonlinear systems driven by noise whose covariance is time varying and bounded but the bound is not known a priori. This problem is analogous to deterministic disturbance attenuation problems. We first design a controller which guarantees that the solutions converge (in probability) to a residual set proportional to the unknown bound on the covariance. Then, for the case of a vanishing noise vector field, we design an adaptive controller which, besides global stability in probability, guarantees regulation of the state of the plant to zero with probability one. |
| |
Keywords: | Output-feedback stabilization Noise-to-state stabilization Adaptive stabilization |
本文献已被 ScienceDirect 等数据库收录! |
|