Universal Feedback Controllers and Inverse Optimality for Nonlinear Stochastic Systems

Wassim M. Haddad, Xu Jin

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

In this paper, we develop a constructive finite time stabilizing feedback control law for stochastic dynamical systems driven by Wiener processes based on the existence of a stochastic control Lyapunov function. In addition, we present necessary and sufficient conditions for continuity of such controllers. Moreover, using stochastic control Lyapunov functions, we construct a universal inverse optimal feedback control law for nonlinear stochastic dynamical systems that possesses guaranteed gain and sector margins. An illustrative numerical example involving the control of thermoacoustic instabilities in combustion processes is presented to demonstrate the efficacy of the proposed framework.

Original languageEnglish
Title of host publication2019 IEEE 58th Conference on Decision and Control, CDC 2019
Pages3491-3496
Number of pages6
ISBN (Electronic)9781728113982
DOIs
StatePublished - Dec 2019
Event58th IEEE Conference on Decision and Control, CDC 2019 - Nice, France
Duration: Dec 11 2019Dec 13 2019

Publication series

NameProceedings of the IEEE Conference on Decision and Control
Volume2019-December
ISSN (Print)0743-1546
ISSN (Electronic)2576-2370

Conference

Conference58th IEEE Conference on Decision and Control, CDC 2019
Country/TerritoryFrance
CityNice
Period12/11/1912/13/19

Bibliographical note

Funding Information:
This work was supported in part by the Air Force Office of Scientific Research under Grant FA9550-16-1-0100.

Publisher Copyright:
© 2019 IEEE.

Keywords

  • Stochastic systems
  • asymptotic and finite time universal controllers
  • inverse optimality
  • stochastic control Lyapunov functions

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Modeling and Simulation
  • Control and Optimization

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