Title :
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
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;
Conference_Titel :
Decision and Control, 1997., Proceedings of the 36th IEEE Conference on
Print_ISBN :
0-7803-4187-2
DOI :
10.1109/CDC.1997.657130