Title :
Canonical forms for stochastic nonlinear systems
Author_Institution :
Dept. of Electr. Eng., Polytech. Univ., Brooklyn, NY, USA
Abstract :
We investigate the necessary and sufficient conditions for the existence of diffeomorphisms that transforms stochastic nonlinear systems to various canonical forms. A main tool in our analysis is the so called invariance under transformation rule that directly relates the coordinate transformation for stochastic nonlinear systems to that for deterministic uncertain nonlinear systems. This invariance rule allows the utilization of the existing necessary and sufficient conditions for deterministic nonlinear systems to the associated stochastic nonlinear systems
Keywords :
differential equations; invariance; nonlinear systems; stochastic systems; uncertain systems; canonical forms; deterministic uncertain systems; diffeomorphisms; invariance; necessary condition; nonlinear systems; stochastic differential equations; stochastic systems; sufficient condition; Algorithm design and analysis; Backstepping; Control systems; Linear systems; Nonlinear control systems; Nonlinear dynamical systems; Nonlinear equations; Nonlinear systems; Stability; Stochastic systems;
Conference_Titel :
Decision and Control, 1997., Proceedings of the 36th IEEE Conference on
Conference_Location :
San Diego, CA
Print_ISBN :
0-7803-4187-2
DOI :
10.1109/CDC.1997.650582
