Stochastic nonlinear stabilization .2. Inverse optimality

被引：165

作者：

Deng, H ^{[1
]}

Krstic, M ^{[1
]}

机构：

[1] UNIV CALIF SAN DIEGO,DEPT AMES,LA JOLLA,CA 92093

来源：

SYSTEMS & CONTROL LETTERS | 1997年 / 32卷 / 03期

基金：

美国国家科学基金会;

关键词：

stochastic nonlinear systems; control Lyapunov functions; backstepping;

D O I：

10.1016/S0167-6911(97)00067-4

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

After considering the stabilization of a specific class of stochastic nonlinear systems in a companion paper, in this second part, we address the classical question of when is a stabilizing (in probability) controller optimal and show that for every system with a stochastic control Lyapunov function it is possible to construct a controller which is optimal with respect to a meaningful cost functional. Then we return to the problem from Part I and design an optimal backstepping controller whose cost functional includes penalty on control effort and which has an infinite gain margin. (C) 1997 Published by Elsevier Science B.V.

引用

页码：151 / 159

页数：9

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