Control for a Class of Stochastic Mechanical Systems Based on the Discrete-Time Approximate Observer  

作　　者：FU Xinxin KANG Yu LI Pengfei YU Peilong 

机构地区：[1]Department of Automation, University of Science and Technology of China

出　　处：《Journal of Systems Science & Complexity》2019年第2期526-541,共16页系统科学与复杂性学报（英文版）

基　　金：supported in part by the National Natural Science Foundation of China under Grant Nos.61422307,61673361,and 61725304;the Scientific Research Staring Foundation for the Returned Overseas Chinese Scholars and Ministry of Education of China

摘　　要：This paper investigates the observer-based control problem of a class of stochastic mechanical systems. The system is modelled as a continuous-time It o stochastic differential equation with a discrete-time output. Euler-Maruyama approximation is used to design the discrete-time approximate observer, and an observer-based feedback controller is derived such that the closed-loop nonlinear system is exponentially stable in the mean-square sense. Also, the authors analyze the convergence of observer error when the discrete-time approximate observer servers as a state observer for the exact system. Finally, a simulation example is used to demonstrate the effectiveness of the proposed method.This paper investigates the observer-based control problem of a class of stochastic mechanical systems. The system is modelled as a continuous-time It o stochastic differential equation with a discrete-time output. Euler-Maruyama approximation is used to design the discrete-time approximate observer, and an observer-based feedback controller is derived such that the closed-loop nonlinear system is exponentially stable in the mean-square sense. Also, the authors analyze the convergence of observer error when the discrete-time approximate observer servers as a state observer for the exact system. Finally, a simulation example is used to demonstrate the effectiveness of the proposed method.

关 键 词：APPROXIMATE model DISCRETE-TIME OBSERVER EXPONENTIAL stability stochastic nonlinear system 

分 类 号：O1[理学—数学]