Almost sure stabilization of hybrid systems by feedback control based on discrete-time observations of mode and state

Gongfei Song, Zhenyu Lu, Bo-Chao Zheng, Xuerong Mao

Research output: Contribution to journalArticle

8 Citations (Scopus)

Abstract

Although the mean square stabilisation of hybrid systems by feedback controls based on discretetime observations of state and mode has been studied by several authors since 2013 (see, e.g., [17,19,27,31]), the corresponding almost sure stabilisation problem has little been investigated. Recent Mao [18] is the first to study the almost sure stabilisation of a given unstable system x(t) = f(x(t)) by a linear discretetime stochastic feedback control Ax([t/τ]τ)dB(t) (namely the stochastically controlled system has the form dx(t) = f(x(t))dt + Ax([t/τ]τ)dB(t)), where B(t) is a scalar Brownian, τ > 0 and [t/τ] is the integer part of t/τ. In this paper, we will consider a much more general problem. That is, we will to study the almost sure stabilisation of a given unstable hybrid system x(t) = f(x(t), r(t)) by nonlinear discrete-time stochastic feedback control u(x([t/τ]τ), r([t/τ]τ))dB(t) (so the stochastically controlled system is a hybrid stochastic system of the form dx(t) = f(x(t), r(t))dt + u(x([t/τ]τ), r([t/τ]τ))dB(t)), where B(t) is a multi-dimensional Brownian motion and r(t) is a Markov chain.
LanguageEnglish
Number of pages16
JournalScience in China Series F - Information Sciences
Early online date13 Jun 2018
DOIs
Publication statusE-pub ahead of print - 13 Jun 2018

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Discrete Time Observations
Hybrid systems
Hybrid Systems
Feedback Control
Feedback control
Stabilization
Discrete-time
Stochastic Control
Unstable
Stochastic systems
Brownian movement
Stochastic Systems
Mean Square
Markov processes
Brownian motion
Markov chain
Scalar
Integer

Keywords

  • brownian motion
  • Markov chain
  • generalised Itô’s formula
  • almost sure exponential stability
  • stochastic feedback control

Cite this

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abstract = "Although the mean square stabilisation of hybrid systems by feedback controls based on discretetime observations of state and mode has been studied by several authors since 2013 (see, e.g., [17,19,27,31]), the corresponding almost sure stabilisation problem has little been investigated. Recent Mao [18] is the first to study the almost sure stabilisation of a given unstable system x(t) = f(x(t)) by a linear discretetime stochastic feedback control Ax([t/τ]τ)dB(t) (namely the stochastically controlled system has the form dx(t) = f(x(t))dt + Ax([t/τ]τ)dB(t)), where B(t) is a scalar Brownian, τ > 0 and [t/τ] is the integer part of t/τ. In this paper, we will consider a much more general problem. That is, we will to study the almost sure stabilisation of a given unstable hybrid system x(t) = f(x(t), r(t)) by nonlinear discrete-time stochastic feedback control u(x([t/τ]τ), r([t/τ]τ))dB(t) (so the stochastically controlled system is a hybrid stochastic system of the form dx(t) = f(x(t), r(t))dt + u(x([t/τ]τ), r([t/τ]τ))dB(t)), where B(t) is a multi-dimensional Brownian motion and r(t) is a Markov chain.",
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