Self-triggered sampling for second-moment stability of state-feedback controlled SDE systems

Event-triggered and self-triggered control, whereby the times for controller updates are computed from sampled data, have recently been shown to reduce the computational load or increase task periods for real-time embedded control systems. In this work, we propose a self-triggered scheme for nonlinear controlled stochastic differential equations with additive noise terms. We find that the family of trajectories generated by these processes demands a departure from the standard deterministic approach to event-and self-triggering, and, for that reason, we use the statistics of the sampled-data system to derive a self-triggering update condition that guarantees second-moment stability. We show that the length of the times between controller updates as computed from the proposed scheme is strictly positive and provide related examples. (C) 2015 Elsevier Ltd. All rights reserved.