Output Feedback Risk-Sensitiv Control Design for Strict-Feedback Stochastic Nonlinear Systems
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摘要: 研究了一类严格反馈随机非线性系统的输出反馈设计问题.在无限时区风险灵敏度指 标下,应用积分反推(integrator backstepping)技术,设计了控制器.所设计的控制器能够保障对 任意风险灵敏度系数具有任意小的指标,并且闭环系统为概率意义下有界的.特别地,所设计的 控制器还能保证控制器的平衡条件.仿真例子验证了理论结果的正确性.
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关键词:
- 积分反推 /
- 严格反馈随机非线性系统 /
- 风险灵敏度控制 /
- 概率意义下有界
Abstract: In this paper, we study the problem of output-feedback control design for a class of strict feedback stochastic nonlinear systems. Under an infinite-horizon risksensitive cost criterion, the controller designed can guarantee an arbitrary small longterm average cost for arbitrary risk-sensitivity parameter and achieve boundedness in probability for the closed-loop system using the integrator backstepping methodology. Especially, the controller preserves the equilibrium of the nonlinear system. An example is included to illustrate the theoretical findings. -
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