Practical output-feedback risk-sensitive control for stochastic nonlinear systems with stable zero-dynamics

doi:10.1137/S0363012903439185

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	Practical output-feedback risk-sensitive control for stochastic nonlinear systems with stable zero-dynamics
	Liu, Yun-Gang ; Zhang, Ji-Feng
	2006
发表期刊	SIAM JOURNAL ON CONTROL AND OPTIMIZATION
ISSN	0363-0129
卷号	45 期号:3 页码:885-926
摘要	This paper addresses the design problem of practical ( or satisfaction) output-feedback controls for stochastic strict-feedback nonlinear systems in observer canonical form with stable zero-dynamics under long-term average tracking risk-sensitive cost criteria. The cost function adopted here is of the quadratic-integral type usually encountered in practice, rather than the quartic-integral one used to avoid difficulty in control design and performance analysis of the closed-loop system. A sequence of coordinate diffeomorphisms is introduced to separate the zero-dynamics from the entire system, so that the transformed system has an appropriate form suitable for integrator backstepping design. For any given risk-sensitivity parameter and desired cost value, by using the integrator backstepping methodology, an output-feedback control is constructively designed such that ( a) the closed-loop system is bounded in probability and (b) the long-term average risk-sensitive cost is upper bounded by the desired value. In addition, this paper does not require the uniform boundedness of the gain functions of the system noise. Furthermore, an example is given to show the effectiveness of the theory.
关键词	nonlinear system stochastic system integrator backstepping methodology risk-sensitive control output-feedback control zero dynamics
DOI	10.1137/S0363012903439185
语种	英语
WOS研究方向	Automation & Control Systems ; Mathematics
WOS类目	Automation & Control Systems ; Mathematics, Applied
WOS记录号	WOS:000240431600005
出版者	SIAM PUBLICATIONS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/2893
专题	系统科学研究所
通讯作者	Zhang, Ji-Feng
作者单位	1.Chinese Acad Sci, Inst Syst Sci, Beijing 100080, Peoples R China 2.Shandong Univ, Sch Control Sci & Engn, Jinan 250061, Peoples R China
推荐引用方式 GB/T 7714	Liu, Yun-Gang,Zhang, Ji-Feng. Practical output-feedback risk-sensitive control for stochastic nonlinear systems with stable zero-dynamics[J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION,2006,45(3):885-926.
APA	Liu, Yun-Gang,&Zhang, Ji-Feng.(2006).Practical output-feedback risk-sensitive control for stochastic nonlinear systems with stable zero-dynamics.SIAM JOURNAL ON CONTROL AND OPTIMIZATION,45(3),885-926.
MLA	Liu, Yun-Gang,et al."Practical output-feedback risk-sensitive control for stochastic nonlinear systems with stable zero-dynamics".SIAM JOURNAL ON CONTROL AND OPTIMIZATION 45.3(2006):885-926.