Title :
Stochastic stabilization of nonlinear systems in feedforward form with noisy outputs
Author_Institution :
Dipt. di Informatica e Sistemistica, Univ. di Rome "La Sapienza", Italy
Abstract :
We study the problem of globally stabilizing through measurement feedback a class of uncertain stochastic nonlinear systems in feedforward (or upper triangular) form, with state equations affected by a Wiener process adapted to a given filtration of /spl sigma/-algebras and measurements affected by a sample continuous and strongly Markov stochastic process adapted to the same filtration of /spl sigma/-algebras. We propose a step-by step design, based on splitting the system /spl Sigma/ into one-dimensional interconnected systems /spl Sigma//sub j/, j=1,...,n. Moreover, we introduce the notion of practical stability in probability, which corresponds to having a large probability of being the state small in norm whenever the noise affecting the measurements has a "small" second order moment.
Keywords :
Markov processes; algebra; control system synthesis; feedback; feedforward; interconnected systems; nonlinear systems; probability; stability; uncertain systems; /spl sigma/-algebras; Markov stochastic process; Wiener process; feedforward form; measurement feedback; noisy output; one-dimensional interconnected systems; stochastic stabilization; uncertain stochastic nonlinear systems; Adaptive control; Control systems; Filtration; Measurement uncertainty; Noise measurement; Nonlinear equations; Nonlinear systems; Stability; State feedback; Stochastic systems; Feedforward systems; noisy measurements; stochastic stabilization; uncertainty;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.2004.841129