Output-feedback stabilization of stochastic nonlinear systems driven by noise of unknown covariance

Systems and Control Letters

Volumn 39, Issue 3, 2000, Pages 173-182

  Deng, Hua ^a   Krstić, Miroslav ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Adaptive stabilization; Noise to state stabilization; Output feedback stabilization

Indexed keywords

EID: 0012557534     PISSN: 01676911     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6911(99)00084-5     Document Type: Article

References (18)

1. ∞-Optimal Control and Related Minimax Design Problems: A Dynamic Game Approach, 2nd Edition, Boston, MA, Birkhäuser, 1995.
2. H. Deng, M. Krstić, Stochastic nonlinear stabilization - Part I: A backstepping design, Systems Control Lett. 32 (1997) 143-150.
3. H. Deng, M. Krstić, Stochastic nonlinear stabilization - Part II: Inverse optimality, Systems Control Lett. 32 (1997) 151-159.
4. H. Deng, M. Krstić, Output-feedback stochastic nonlinear stabilization, IEEE Trans. Automat. Control 44 (1999) 328-333.
5. H. Deng, M. Krstić, Stabilization of stochastic nonlinear systems driven by noise of unknown covariance, Proceedings of ACC, Philadelphia, 1998.
6. P. Florchinger, A universal formula for the stabilization of control stochastic differential equations, Stochastic Anal. Appl. 11 (1993) 155-162.
7. P. Florchinger, Lyapunov-like techniques for stochastic stability, SIAM J. Control Optim. 33 (1995) 1151-1169.
8. P. Florchinger, Global stabilization of cascade stochastic systems, Proceedings of the 34th Conference on Decision and Control, New Orleans, LA, 1995, pp. 2185-2186.
9. G. Hardy, J.E. Littlewood, G. Polya, Inequalities, 2nd Edition, Cambridge University Press, Cambridge, 1989.
10. M.R. James, J. Baras, R.J. Elliott, Risk-sensitive control and dynamic games for partially observed discrete-time nonlinear systems, IEEE Trans. Automat. Control 39 (1994) 780-792.
11. M. Krstić, H. Deng, Stabilization of Nonlinear Uncertain Systems, Springer, Berlin, 1998.
12. H. Nagai, Bellman equations of risk-sensitive control, SIAM J. Control Optim. 34 (1996) 74-101.
13. Z. Pan, T. Başar, Backstepping controller design for nonlinear stochastic systems under a risk-sensitive cost criterion, SIAM J. Control Optim. 37(3) (1999) 957-995.
14. T. Runolfsson, The equivalence between infinite horizon control of stochastic systems with exponential-of-integral performance index and stochastic differential games, IEEE Trans. Automat. Control 39 (1994) 1551-1563.
15. E.D. Sontag, A 'universal' construction of Artstein's theorem on nonlinear stabilization, Systems Control Lett. 13 (1989) 117-123.
16. E.D. Sontag, Smooth stabilization implies coprime factorization, IEEE Trans. Automat. Control 34 (1989) 435-443.
17. J. Tsinias, The concept of 'exponential ISS' for stochastic systems and applications to feedback stabilization, preprint, 1997.
18. J. Tsinias, Stochastic input-to-state stability and applications to global feedback stabilization, (special issue on Breakthrough in the Control of Nonlinear Systems) Int. J. Control, 1998 71(5) (1998) 907-930.