Backstepping control design for stochastic systems driven by Lévy processes

被引：0
|
作者：
Do, K.D. [1 ]
机构：
[1] School of Civil and Mechanical Engineering, Curtin University, Bentley, Australia
来源：
International Journal of Control | 2020年
基金：
澳大利亚研究理事会;
关键词：
Feedback control - Stochastic control systems - Backstepping - Design - Lyapunov functions;
D O I：
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中图分类号：
学科分类号：
摘要：
This paper presents a constructive method to design control inputs that almost surely globally (Formula presented.) -exponentially stabilise strict-feedback systems driven by Lévy processes, which consist of Wiener and compensated Poisson processes, at the origin. The control design is based on a recently developed Lyapunov-type theorem for the study of well-posedness and almost sure (Formula presented.) -exponential stability of SDEs driven by Lévy processes, the backstepping method, and new Lyapunov functions. © 2020, © 2020 Informa UK Limited, trading as Taylor & Francis Group.
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页码：1 / 13
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