Adaptive Tracking for Stochastic Nonlinear Systems With Markovian Switching

被引：154
|
作者：
Wu, Zhao Jing [1 ]
Yang, Jun [1 ]
Shi, Peng [2 ,3 ]
机构：
[1] Yantai Univ, Sch Math & Informat Sci, Yantai 264005, Shandong, Peoples R China
[2] Univ Glamorgan, Dept Comp & Math Sci, Pontypridd CF37 1DL, M Glam, Wales
[3] Victoria Univ, Sch Sci & Engn, Melbourne, Vic 8001, Australia
来源：
IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 2010年 / 55卷 / 09期
基金：
中国国家自然科学基金; 中国博士后科学基金; 英国工程与自然科学研究理事会;
关键词：
Backstepping; Markovian switching; nonlinear stochastic systems; BACKSTEPPING CONTROLLER-DESIGN; STABILITY; EQUATIONS; DELAY;
D O I：
10.1109/TAC.2010.2051090
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
The problem of the adaptive tracking for a class of stochastic nonlinear systems with stationary Markovian switching is considered in this note. An Ito formula is proposed for stochastic integral equations with an integral about martingale measure. An adaptive backstepping controller is designed such that the closed-loop system has a unique solution that is globally bounded in probability and L(4)-norm of the tracking error converges to an arbitrarily small neighborhood of zero. A simulation example demonstrates the efficiency of the proposed scheme.
引用
收藏
页码：2135 / 2141
页数：7
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