Abstract
We consider a class of single-input 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.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 2450-2455 |
| Number of pages | 6 |
| Journal | Proceedings of the IEEE Conference on Decision and Control |
| Volume | 3 |
| DOIs | |
| State | Published - Dec 2000 |
Keywords
- Risk-sensitive identification
- Stochastic adaptive control
- Strict-feedback systems
ASJC Scopus subject areas
- Control and Systems Engineering
- Modeling and Simulation
- Control and Optimization