Output-feedback control of stochastic strict-feedback systems under an exponential cost criterion

Author

Arslan, Gürdal ; Bagar, T.

Author_Institution

Coordinated Sci. Lab., Illinois Univ., Urbana, IL, USA

Volume

3

fYear

2000

fDate

2000

Firstpage

2450

Abstract

We consider a class of single-input single-output stochastic nonlinear systems in strict-feedback form with a risk sensitive cost criterion and with only the output of the system being available for feedback. We design an output-feedback controller under which the closed-loop signals maintain an arbitrarily small average risk-sensitive cost. Moreover, all closed-loop signals remain bounded in probability, and under certain conditions we obtain asymptotic stability in probability

Keywords

asymptotic stability; closed loop systems; feedback; nonlinear control systems; stochastic systems; SISO stochastic nonlinear systems; asymptotic stability; average risk-sensitive cost; closed-loop signals; exponential cost criterion; output-feedback control design; risk sensitive cost criterion; stochastic strict-feedback systems; Adaptive control; Additive noise; Asymptotic stability; Control systems; Costs; Nonlinear systems; Output feedback; Programmable control; Stochastic resonance; Stochastic systems;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 2000. Proceedings of the 39th IEEE Conference on

Conference_Location

Sydney, NSW

ISSN

0191-2216

Print_ISBN

0-7803-6638-7

Type

conf

DOI

10.1109/CDC.2000.914169

Filename

914169