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

Research output: Contribution to journal › Article › peer-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 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

Access to Document

10.1109/CDC.2000.914169

Cite this

@article{5a12732b853e427d864498fb6ca95dbf,

title = "Output-feedback control of stochastic strict-feedback systems under an exponential cost criterion",

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.",

keywords = "Risk-sensitive identification, Stochastic adaptive control, Strict-feedback systems",

author = "G{\"u}rdal Arslan and Tamer Ba{\c s}ar",

year = "2000",

month = dec,

doi = "10.1109/CDC.2000.914169",

language = "English (US)",

volume = "3",

pages = "2450--2455",

journal = "Proceedings of the IEEE Conference on Decision and Control",

issn = "0191-2216",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

}

TY - JOUR

T1 - Output-feedback control of stochastic strict-feedback systems under an exponential cost criterion

AU - Arslan, Gürdal

AU - Başar, Tamer

PY - 2000/12

Y1 - 2000/12

N2 - 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.

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.

KW - Risk-sensitive identification

KW - Stochastic adaptive control

KW - Strict-feedback systems

UR - http://www.scopus.com/inward/record.url?scp=0034439992&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=0034439992&partnerID=8YFLogxK

U2 - 10.1109/CDC.2000.914169

DO - 10.1109/CDC.2000.914169

M3 - Article

AN - SCOPUS:0034439992

VL - 3

SP - 2450

EP - 2455

JO - Proceedings of the IEEE Conference on Decision and Control

JF - Proceedings of the IEEE Conference on Decision and Control

SN - 0191-2216

ER -

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

Abstract

Keywords

ASJC Scopus subject areas

Access to Document

Other links

Fingerprint

Cite this