Title :
Control of Unknown Discrete Nonlinear Stochastic Systems with Guaranteed Stability and Performance
Author_Institution :
Electrical Engineering Department, University of Arkansas, Fayetteville, AR 72701
Abstract :
The control of unknown nonlinear discrete-time systems having stochatic cone-bounded nonlinearities is considered. First, a quadratic performance bound and the bound-optimal control is derived. Then, the existence and the stochastic stability robustness of the infinite horizon version of this bound-optimal controller are shown with the help of system theoretical properties of an auxiliary system.
Keywords :
Control nonlinearities; Control systems; Cost function; Nonlinear control systems; Optimal control; Performance analysis; Robust control; Robust stability; Stochastic systems; Upper bound;
Conference_Titel :
American Control Conference, 1991
Conference_Location :
Boston, MA, USA
Print_ISBN :
0-87942-565-2
