Universal Feedback Controllers and Inverse Optimality for Nonlinear Stochastic Systems

Wassim M. Haddad; Xu Jin

doi:10.1109/CDC40024.2019.9030091

Universal Feedback Controllers and Inverse Optimality for Nonlinear Stochastic Systems

Wassim M. Haddad, Xu Jin

Mechanical and Aerospace Engineering

Producción científica: Conference contribution › revisión exhaustiva

1 Cita (Scopus)

Resumen

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.

Idioma original	English
Título de la publicación alojada	2019 IEEE 58th Conference on Decision and Control, CDC 2019
Páginas	3491-3496
Número de páginas	6
ISBN (versión digital)	9781728113982
DOI	https://doi.org/10.1109/CDC40024.2019.9030091
Estado	Published - dic 2019
Evento	58th IEEE Conference on Decision and Control, CDC 2019 - Nice, France Duración: dic 11 2019 → dic 13 2019

Serie de la publicación

Nombre	Proceedings of the IEEE Conference on Decision and Control
Volumen	2019-December
ISSN (versión impresa)	0743-1546
ISSN (versión digital)	2576-2370

Conference

Conference	58th IEEE Conference on Decision and Control, CDC 2019
País/Territorio	France
Ciudad	Nice
Período	12/11/19 → 12/13/19

Nota bibliográfica

Publisher Copyright:
© 2019 IEEE.

Financiación

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

Financiadores	Número del financiador
Air Force Office of Scientific Research, United States Air Force	FA9550-16-1-0100

ASJC Scopus subject areas

Control and Systems Engineering
Modeling and Simulation
Control and Optimization

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10.1109/CDC40024.2019.9030091

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title = "Universal Feedback Controllers and Inverse Optimality for Nonlinear Stochastic Systems",

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.",

keywords = "Stochastic systems, asymptotic and finite time universal controllers, inverse optimality, stochastic control Lyapunov functions",

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doi = "10.1109/CDC40024.2019.9030091",

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Haddad, WM & Jin, X 2019, Universal Feedback Controllers and Inverse Optimality for Nonlinear Stochastic Systems. En 2019 IEEE 58th Conference on Decision and Control, CDC 2019., 9030091, Proceedings of the IEEE Conference on Decision and Control, vol. 2019-December, pp. 3491-3496, 58th IEEE Conference on Decision and Control, CDC 2019, Nice, France, 12/11/19. https://doi.org/10.1109/CDC40024.2019.9030091

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N2 - 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.

AB - 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.

KW - Stochastic systems

KW - asymptotic and finite time universal controllers

KW - inverse optimality

KW - stochastic control Lyapunov functions

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ER -

Universal Feedback Controllers and Inverse Optimality for Nonlinear Stochastic Systems

Resumen

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