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Output-feedback control of stochastic strict-feedback systems under an exponential cost criterion

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2 Author(s)
Arslan, G. ; Coordinated Sci. Lab., Illinois Univ., Urbana, IL, USA ; Bagar, T.

We consider a class of single-input single-output stochastic nonlinear systems in strict-feedback form with a risk sensitive cost criterion and with only the output of the system being available for feedback. We design an output-feedback controller under which the closed-loop signals maintain an arbitrarily small average risk-sensitive cost. Moreover, all closed-loop signals remain bounded in probability, and under certain conditions we obtain asymptotic stability in probability

Published in:

Decision and Control, 2000. Proceedings of the 39th IEEE Conference on  (Volume:3 )

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