Output-feedback stochastic nonlinear stabilization

Author

Deng, Hua ; Krstic, Miroslav

Author_Institution

Dept. of Appl. Mech. & Eng. Sci., California Univ., San Diego, La Jolla, CA, USA

Volume

3

fYear

1997

Firstpage

2333

Abstract

We present the first result on global output-feedback stabilization (in probability) for stochastic nonlinear continuous-time systems. The class of systems that we consider is a stochastic counterpart of the broadest class of deterministic systems for which globally stabilizing controllers are currently available. Our controllers are “inverse optimal” and possess an infinite gain margin. The reader of the paper needs no prior familiarity with techniques of stochastic control

Keywords

Lyapunov methods; asymptotic stability; continuous time systems; feedback; nonlinear control systems; observers; optimal control; robust control; stochastic systems; Lyapunov function; asymptotic stability; backstepping; continuous-time systems; deterministic systems; global stabilization; infinite gain margin; nonlinear systems; observer; optimal control; output-feedback; stochastic systems; Asymptotic stability; Backstepping; Control systems; Lyapunov method; Nonlinear control systems; Nonlinear systems; Observers; Optimal control; Stochastic processes; Stochastic systems;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 1997., Proceedings of the 36th IEEE Conference on

ISSN

0191-2216

Print_ISBN

0-7803-4187-2

Type

conf

DOI

10.1109/CDC.1997.657130

Filename

657130