Output Feedback Stabilization for a Class of Multi-Variable Bilinear Stochastic Systems with Stochastic Coupling Attenuation

Qichun Zhang; Jinglin Zhou; Hong Wang; Tianyou Chai

doi:10.1109/TAC.2016.2604683

Output Feedback Stabilization for a Class of Multi-Variable Bilinear Stochastic Systems with Stochastic Coupling Attenuation

Qichun Zhang, Jinglin Zhou, Hong Wang, Tianyou Chai

Research output: Contribution to journal › Article › peer-review

41 Scopus citations

Abstract

In this technical note, stochastic coupling attenuation is investigated for a class of multi-variable bilinear stochastic systems and a novel output feedback m-block backstepping controller with linear estimator is designed, where gradient descent optimization is used to tune the design parameters of the controller. It has been shown that the trajectories of the closed-loop stochastic systems are bounded in probability sense and the stochastic coupling of the system outputs can be effectively attenuated by the proposed control algorithm. Moreover, the stability of the stochastic systems is analyzed and the effectiveness of the proposed method has been demonstrated using a simulated example.

Original language	English
Pages (from-to)	2936-2942
Number of pages	7
Journal	IEEE Transactions on Automatic Control
Volume	62
Issue number	6
DOIs	https://doi.org/10.1109/TAC.2016.2604683
State	Published - Jun 2017
Externally published	Yes

Funding

This work was supported in part by NSFC (Grant No. 61473025 and No. 61134006) and the open-project grant funded by the State Key Laboratory of Synthetical Automation for Process Industry at the Northeastern University, P.R. China.

Funders	Funder number
National Natural Science Foundation of China	61473025, 61134006
Northeastern University
State Key Laboratory of Synthetical Automation for Process Industries

Keywords

Bilinear stochastic systems
output feedback block backstepping
stochastic coupling attenuation

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10.1109/TAC.2016.2604683

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AU - Chai, Tianyou

PY - 2017/6

Y1 - 2017/6

N2 - In this technical note, stochastic coupling attenuation is investigated for a class of multi-variable bilinear stochastic systems and a novel output feedback m-block backstepping controller with linear estimator is designed, where gradient descent optimization is used to tune the design parameters of the controller. It has been shown that the trajectories of the closed-loop stochastic systems are bounded in probability sense and the stochastic coupling of the system outputs can be effectively attenuated by the proposed control algorithm. Moreover, the stability of the stochastic systems is analyzed and the effectiveness of the proposed method has been demonstrated using a simulated example.

AB - In this technical note, stochastic coupling attenuation is investigated for a class of multi-variable bilinear stochastic systems and a novel output feedback m-block backstepping controller with linear estimator is designed, where gradient descent optimization is used to tune the design parameters of the controller. It has been shown that the trajectories of the closed-loop stochastic systems are bounded in probability sense and the stochastic coupling of the system outputs can be effectively attenuated by the proposed control algorithm. Moreover, the stability of the stochastic systems is analyzed and the effectiveness of the proposed method has been demonstrated using a simulated example.

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Output Feedback Stabilization for a Class of Multi-Variable Bilinear Stochastic Systems with Stochastic Coupling Attenuation

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