In this note, we study the problem of output-feedback control design for a class of strict feedback stochastic nonlinear systems. Under an infinite-horizon risk-sensitive cost criterion, the controller designed can guarantee an arbitrary small long-term average cost for arbitrary risk-sensitivity parameter and achieve boundedness in probability for the closed-loop system, using the integrator backstepping methodology. Furthermore, the controller preserves the equilibrium at the origin of the nonlinear system.
Published in:
Automatic Control, IEEE Transactions on
(Volume:48
,
Issue:
3
)
Date of Publication: Mar 2003