Filtering of Nonlinear Stochastic Feedback Systems
نویسندگان
چکیده
This paper concerns the filtering problem for a class of stochastic nonlinear systems where the drift term may depend either on some external function (open-loop system) or on the system output (closed-loop system), through a controller. Such systems are denoted feedback systems. The following result is proven: for feedback systems, the optimal filter in the open-loop case remains optimal when the feedback is closed.
منابع مشابه
Dissipativity Based H_infty Control for Nonlinear Stochastic Systems with Time-Varying Delays
This paper is concerned with the H∞ state feedback control problem for a class of nonlinear stochastic systems with time-varying state delays. Firstly, the stochastic dissipativity of the time-delay nonlinear system is established, based on which the H∞ state feedback controller is synthesized. We show that the closed-loop system rendered by the designed controller can achieve the L2-gain perfo...
متن کاملStabilization in probability of nonlinear stochastic systems with guaranteed region of attraction and target set
We deal with nonlinear dynamical systems, consisting of a linear nominal part perturbed by model uncertainties, nonlinearities and both additive and multiplicative random noise, modeled as a Wiener process. In particular, we study the problem of finding suitable measurement feedback control laws such that the resulting closed-loop system is stable in some probabilistic sense. To this aim, we in...
متن کاملEventum Mechanics of Quantum Trajectories: Continual Measurements, Quantum Predictions and Feedback Control
Quantum mechanical systems exhibit an inherently probabilistic nature upon measurement which excludes in principle the singular direct observability continual case. Quantum theory of time continuous measurements and quantum prediction theory, developed by the author on the basis of an independent-increment model for quantum noise and nondemolition causality principle in the 80’s, solves this pr...
متن کاملDelay-Dependent State-Feedback $H_{infty}$ Control for Nonlinear Stochastic Systems with Time-Varying Delays
This paper is concerned with the state-feedback H∞ control problem for a class of stochastic nonlinear systems with time-varying state delays, where both the disturbance and the white noise are considered. To synthesize the investigated system, the parameter-dependent storage functional is firstly constructed. By means of completing the square, the delay-dependent controller is designed such th...
متن کاملADAPTIVE FUZZY OUTPUT FEEDBACK TRACKING CONTROL FOR A CLASS OF NONLINEAR TIME-VARYING DELAY SYSTEMS WITH UNKNOWN BACKLASH-LIKE HYSTERESIS
This paper considers the problem of adaptive output feedback tracking control for a class of nonstrict-feedback nonlinear systems with unknown time-varying delays and unknown backlash-like hysteresis. Fuzzy logic systems are used to estimate the unknown nonlinear functions. Based on the Lyapunov–Krasovskii method, the control scheme is constructed by using the backstepping and adaptive techniqu...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- SIAM J. Control and Optimization
دوره 40 شماره
صفحات -
تاریخ انتشار 2002