Stabilization of stochastic nonlinear systems driven by noise of unknown covariance

نویسندگان

  • Hua Deng
  • Miroslav Krstic
  • Ruth J. Williams
چکیده

This paper poses and solves a new problem of stochastic (nonlinear) disturbance attenuation where the task is to make the system solution bounded (in expectation, with appropriate nonlinear weighting) by a monotone function of the supremum of the covariance of the noise. This is a natural stochastic counterpart of the problem of input-to-state stabilization in the sense of Sontag. Our development starts with a set of new global stochastic Lyapunov theorems. For an exemplary class of stochastic strict-feedback systems with vanishing nonlinearities, where the equilibrium is preserved in the presence of noise, we develop an adaptive stabilization scheme (based on tuning functions) that requires no a priori knowledge of a bound on the covariance. Next, we introduce a control Lyapunov function formula for stochastic disturbance attenuation. Finally, we address optimality and solve a differential game problem with the control and the noise covariance as opposing players; for strict-feedback systems the resulting Isaacs equation has a closed-form solution.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Output-Feedback Stabilization of Stochastic Nonlinear Systems Driven by Noise of Unknown Covariance

We address the class of stochastic output-feedback nonlinear systems driven by noise whose covariance is time varying and bounded but the bound is not known a priori. This problem is analogous to deterministic disturbance attenuation problems. We rst design a controller which guarantees that the solutions converge (in probability) to a residual set proportional to the unknown bound on the covar...

متن کامل

A Stabilization Phenomenon for a Class of Stochastic Partial Differential Equations

In this paper we investigate the long-time behavior of solutions to a class of semilinear, stochastic partial differential equations defined on a bounded domain D ⊂ R with smooth boundary ∂D and driven by an infinite-dimensional noise derived from an L(D)-valued Wiener process. We consider the case of a noise with nuclear covariance and we derive the almost sure convergence of solutions to one ...

متن کامل

Stochastic Nonlinear Stabilization|Part I: A Backstepping Design

While the current robust nonlinear control toolbox includes a number of methods for systems aane in a deterministic bounded disturbances, the problem when the disturbance is unbounded stochastic noise has hardly been considered. We present a control design which achieves global asymptotic (Lyapunov) stability in probability for a class of strict-feedback nonlinear continuous-time systems driven...

متن کامل

Adaptive fuzzy pole placement for stabilization of non-linear systems

A new approach for pole placement of nonlinear systems using state feedback and fuzzy system is proposed. We use a new online fuzzy training method to identify and to obtain a fuzzy model for the unknown nonlinear system using only the system input and output. Then, we linearized this identified model at each sampling time to have an approximate linear time varying system. In order to stabilize...

متن کامل

ذخیره 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 نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • IEEE Trans. Automat. Contr.

دوره 46  شماره 

صفحات  -

تاریخ انتشار 2001