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

Gürdal Arslan; Tamer Başar

doi:10.1109/CDC.2000.914169

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

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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	https://doi.org/10.1109/CDC.2000.914169
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

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10.1109/CDC.2000.914169

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AU - Başar, Tamer

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AB - 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.

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KW - Stochastic adaptive control

KW - Strict-feedback systems

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ER -

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

Abstract

Keywords

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