Output feedback control design for strict-feedback stochastic nonlinear systems under a risk-sensitive cost

被引：110

作者：

Liu, YG ^{[1
]}

Pan, ZG ^{[1
]}

Shi, SJ ^{[1
]}

机构：

[1] Shanghai Jiao Tong Univ, Dept Automat, Shanghai 200030, Peoples R China

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 2003年 / 48卷 / 03期

基金：

中国国家自然科学基金;

关键词：

bounded in probability; integrator backstepping; risk-sensitive control; strict-feedback stochastic nonlinear systems;

D O I：

10.1109/TAC.2002.808484

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

In this note, we study the problem of output-feedback control design for a class of strict feedback stochastic nonlinear systems. Under an infinite-horizon risk-sensitive cost criterions the controller designed can guarantee an arbitrary small long-term average cost for arbitrary risk-sensitivity parameter and achieve boundedness in probability for the closed-loop system, using the integrator backstepping methodology. Furthermore, the controller preserves the equilibrium at the origin of the nonlinear system.

引用

页码：509 / 513

页数：5

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