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Design of satisfaction output feedback controls for stochastic nonlinear systems under quadratic tracking risk-sensitive index

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Abstract

In this paper, the design problem of satisfaction output feedback controls for stochastic nonlinear systems in strict feedback form under long-term tracking risk-sensitive index is investigated. The index function adopted here is of quadratic form usually encountered in practice, rather than of quartic one used to beg the essential difficulty on controller design and performance analysis of the closed-loop systems. For any given risk-sensitive parameter and desired index value, by using the integrator backstepping method, an output feedback control is constructively designed so that the closed-loop system is bounded in probability and the risk-sensitive index is upper bounded by the desired value.

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Authors and Affiliations

  1. Academy of Mathematics and System Sciences, Chinese Academy of Sciences, 100080, Beijing, China

    Liu Yungang & Zhang Jifeng

  2. Dept. of Electrical and Computer Engineering and Computer Science, Univ. of Cincinnati, USA

    Pan Zigang

Authors
  1. Liu Yungang
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  2. Zhang Jifeng
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  3. Pan Zigang
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Correspondence to Zhang Jifeng.

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Liu, Y., Zhang, J. & Pan, Z. Design of satisfaction output feedback controls for stochastic nonlinear systems under quadratic tracking risk-sensitive index. Sci China Ser F 46, 126–144 (2003). https://doi.org/10.1360/03yf9011

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  • DOI: https://doi.org/10.1360/03yf9011

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