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刘允刚
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期刊论文
Output Feedback Control Design for Strict-Feedback Stochastic Nonlinear Systems Under a Risk-Sensitive Cost
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 48, NO.3, MARCH 2003，-0001，（）：
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.
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