严格反馈随机非线性系统风险灵敏度输出反馈控制器设计

OUTPUT FEEDBACK RISK-SENSITIV CONTROL DESIGN FOR STRICT-FEEDBACK STOCHASTIC NONLINEAR SYSTEMS

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 .

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 risk-sensitive cost criterion, the controller designed can guarantee an arbitrary small long-term 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.