Output-feedback stabilization of stochastic nonlinear systems driven by noise of unknown covariance

被引：177

作者：

Deng, H ^{[1
]}

Krstic, M ^{[1
]}

机构：

[1] Univ Calif San Diego, Dept AMES, La Jolla, CA 92093 USA

来源：

SYSTEMS & CONTROL LETTERS | 2000年 / 39卷 / 03期

基金：

美国国家科学基金会;

关键词：

output-feedback stabilization; noise-to-state stabilization; adaptive stabilization;

D O I：

10.1016/S0167-6911(99)00084-5

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

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. (C) 2000 Elsevier Science B.V. All rights reserved.

引用

页码：173 / 182

页数：10

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