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Output feedback control design for strict-feedback stochastic nonlinear systems under a risk-sensitive cost

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3 Author(s)
Yungang Liu ; Dept. of Autom., Shanghai Jiao Tong Univ., China ; Zigang Pan ; Songjiao Shi

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

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