具有马尔可夫切换的随机高阶非线性系统的输出反馈镇定

Output Feedback Stabilization for Stochastic High-order Nonlinear Systems with Markovian Switching

本文研究具有马尔可夫切换的随机高阶非线性系统输出反馈镇定问题。首先选取合适的李雅普诺夫函数和观测器,运用Ito和Dynkin公式设计了输出反馈控制器,保证闭环系统有唯一解,并且几乎处处渐近稳定。最后,通过数值仿真说明了控制方案的有效性。

The output feedback stabilization problem for stochastic high order nonlinear systems with Markovian switching was studied in this paper.First of all, the appropriate Lyapunov function and observer were selected.Then, the output feedback controller was designed by using Ito and Dynkin formulas, so that the solution of the closed-loop systems could be proved to be almost surely asymptotically stable.Finally, the effectiveness of control design was demonstrated by the numerical simulation.