PRACTICAL OUTPUT-FEEDBACK RISK-SENSITIVE CONTROL FOR STOCHASTIC NONLINEAR SYSTEMS WITH STABLE ZERO-DYNAMICS
【摘要】：正 This paper addresses the design problem of practical (or satisfaction) output-feedback controls for stochastic strict-feedback nonlinear systems in observer canonical form with stable zero-dynamics under long-term average tracking risk-sensitive cost criteria. The cost function adopted here is of quadratic-integral type usually encountered in practice, rather than of quartic-integral one used to avoid difficulty in control design and performance analysis of the closed-loop system. By coordinate diffeomorphism the zero-dynamics are separated from the entire system so that the transformed system has an appropriate form suitable for integrator backstepping design. For any given risk-sensitive parameter and desired cost value, by using the integrator backstepping methodology, an output-feedback control is constructively designed such that (a) the closed-loop system is bounded in probability and, (b) the long-term average risk-sensitive cost is upper bounded by the desired value. Furthermore, under some additional conditions, another output-feedback control is designed to ensure the closed-loop system be asymptotically stable in the large and admit a zero risk-sensitive cost. Among others, this paper does not require the uniform boundedness of the gain functions of the system noises.