DocumentCode :
1501229
Title :
Adaptive Tracking for Stochastic Nonlinear Systems With Markovian Switching 
Author :
Wu, Zhao Jing ; Yang, Jun ; Shi, Peng
Author_Institution :
Sch. of Math. & Informational Sci., Yantai Univ., Yantai, China
Volume :
55
Issue :
9
fYear :
2010
Firstpage :
2135
Lastpage :
2141
Abstract :
The problem of the adaptive tracking for a class of stochastic nonlinear systems with stationary Markovian switching is considered in this note. An Ito formula is proposed for stochastic integral equations with an integral about martingale measure. An adaptive backstepping controller is designed such that the closed-loop system has a unique solution that is globally bounded in probability and L4-norm of the tracking error converges to an arbitrarily small neighborhood of zero. A simulation example demonstrates the efficiency of the proposed scheme.
Keywords :
Markov processes; adaptive control; closed loop systems; integral equations; nonlinear systems; stochastic systems; tracking; Ito formula; Markovian switching; adaptive backstepping controller; adaptive tracking; closed-loop system; stochastic integral equations; stochastic nonlinear systems; Adaptive control; Backstepping; Control systems; Error correction; Indium tin oxide; Integral equations; Nonlinear systems; Programmable control; Stochastic processes; Stochastic systems; Backstepping; Markovian switching; nonlinear stochastic systems;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.2010.2051090
Filename :
5471121
Link To Document :
