Adaptive Stabilization of Nonlinear Stochastic Systems
- URA CNRS No. 399, Departement de Mathematiques, UFR MIM, Universite de Metz, Ile du Saulcy, F 57045 Metz Cedex (France)
The purpose of this paper is to study the problem of asymptotic stabilization in probability of nonlinear stochastic differential systems with unknown parameters. With this aim, we introduce the concept of an adaptive control Lyapunov function for stochastic systems and we use the stochastic version of Artstein's theorem to design an adaptive stabilizer. In this framework the problem of adaptive stabilization of a nonlinear stochastic system is reduced to the problem of asymptotic stabilization in probability of a modified system. The design of an adaptive control Lyapunov function is illustrated by the example of adaptively quadratically stabilizable in probability stochastic differential systems.
- OSTI ID:
- 21064296
- Journal Information:
- Applied Mathematics and Optimization, Journal Name: Applied Mathematics and Optimization Journal Issue: 1 Vol. 38; ISSN 0095-4616
- Country of Publication:
- United States
- Language:
- English
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