Title :
Output feedback control design for strict-feedback stochastic nonlinear systems under a risk-sensitive cost
Author :
Liu, Yungang ; Pan, Zigang ; Shi, Songjiao
Author_Institution :
Acad. of Math. & Syst. Sci., Acad. Sinica, Beijing, China
Abstract :
In this paper, we study the problem of output-feedback control design for a class of strict feedback stochastic nonlinear systems. Under a infinite-horizon risk-sensitive cost criterion, 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
Keywords :
closed loop systems; control system synthesis; feedback; nonlinear control systems; probability; stochastic systems; arbitrary risk-sensitivity parameter; bounded probability; closed-loop system; infinite-horizon risk-sensitive cost criterion; integrator backstepping; long-term average cost; output feedback control design; strict-feedback stochastic nonlinear systems; Backstepping; Control design; Control systems; Costs; Integrated circuit noise; Nonlinear control systems; Nonlinear systems; Output feedback; Stochastic resonance; Stochastic systems;
Conference_Titel :
Decision and Control, 2001. Proceedings of the 40th IEEE Conference on
Conference_Location :
Orlando, FL
Print_ISBN :
0-7803-7061-9
DOI :
10.1109/.2001.981062
