Stochastic nonlinear stabilization — I: A backstepping design

✍ Scribed by Hua Deng; Miroslav Krstić

• Book ID: 104301067
• Publisher: Elsevier Science
• Year: 1997
• Tongue: English
• Weight: 391 KB
• Volume: 32
• Category: Article
• ISSN: 0167-6911
• DOI: 10.1016/s0167-6911(97)00068-6

✦ Synopsis

While the current robust nonlinear control toolbox includes a number of methods for systems affine in determ&istic bounded disturbances, the problem when the disturbance is unbounded stochastic noise has hardly been considered. We present a control desig~ which achieves global asymptotic (Lyapunov) stability in probability for a class of strict-feedback nonlinear continuous-time systems driven by white noise. In a companion paper, we develop inverse optimal control laws for general stochastic systems affine in the noise input, and for strict-feedback systems. A reader of this paper needs no prior familiarity with techniques of stochastic control. (~) 1997 Published by Elsevier Science B.V.