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

Gürdal Arslan, Tamer Başar

Research output: Contribution to journalArticlepeer-review

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 languageEnglish (US)
Pages (from-to)2450-2455
Number of pages6
JournalProceedings of the IEEE Conference on Decision and Control
Volume3
DOIs
StatePublished - 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

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