Backstepping controller design for a class of stochastic nonlinear systems with Markovian switching

A more general class of stochastic nonlinear systems with irreducible homogenous Markovian switching are considered in this paper. As preliminaries, the stability criteria and the existence theorem of strong solutions are first presented by using the inequality of mathematic expectation of a Lyapuno...

Full description

Saved in:
Bibliographic Details
Published in:Automatica (Oxford) 2009-04, Vol.45 (4), p.997-1004
Main Authors: Wu, Zhao-Jing, Xie, Xue-Jun, Shi, Peng, Xia, Yuan-qing
Format: Article
Language:English
Subjects:
Applied sciences
Backstepping
Computer science
control theory
systems
Control system analysis
Control system synthesis
Control theory. Systems
Exact sciences and technology
Markovian switching
Nonlinear stochastic systems
Citations: Items that this one cites
Items that cite this one
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:A more general class of stochastic nonlinear systems with irreducible homogenous Markovian switching are considered in this paper. As preliminaries, the stability criteria and the existence theorem of strong solutions are first presented by using the inequality of mathematic expectation of a Lyapunov function. The state-feedback controller is designed by regarding Markovian switching as constant such that the closed-loop system has a unique solution, and the equilibrium is asymptotically stable in probability in the large. The output-feedback controller is designed based on a quadratic-plus-quartic-form Lyapunov function such that the closed-loop system has a unique solution with the equilibrium being asymptotically stable in probability in the large in the unbiased case and has a unique bounded-in-probability solution in the biased case.
ISSN:0005-1098
1873-2836
DOI:10.1016/j.automatica.2008.12.002