Observer-Based Feedback Controller Design for a Class of Stochastic SystemsWith Non-Gaussian Variables

Yunlong Liu; Hong Wang; Lei Guo

doi:10.1109/TAC.2014.2358411

Observer-Based Feedback Controller Design for a Class of Stochastic SystemsWith Non-Gaussian Variables

Yunlong Liu, Hong Wang, Lei Guo

Research output: Contribution to journal › Article › peer-review

Abstract

In this note, the observer-based feedback control problem is investigated for a class of non-Gaussian stochastic systems. The proposed control strategy is the optimal control under a performance function measuring a sort of entropy of the state deviation. Sufficient conditions under which the closed-loop system is locally and ultimately bounded in the mean-square sense are presented. Simulation results demonstrate the effectiveness of the proposed design method.

Original language	English
Pages (from-to)	1445-1450
Number of pages	5
Journal	IEEE Transactions on Automatic Control
Volume	60
Issue number	5
DOIs	https://doi.org/10.1109/TAC.2014.2358411
Publication status	Published - May 2015

Keywords

Entropy, information potential, non-Gaussian variables, probability density function, stochastic distribution control.

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10.1109/TAC.2014.2358411

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title = "Observer-Based Feedback Controller Design for a Class of Stochastic SystemsWith Non-Gaussian Variables",

abstract = "In this note, the observer-based feedback control problem is investigated for a class of non-Gaussian stochastic systems. The proposed control strategy is the optimal control under a performance function measuring a sort of entropy of the state deviation. Sufficient conditions under which the closed-loop system is locally and ultimately bounded in the mean-square sense are presented. Simulation results demonstrate the effectiveness of the proposed design method.",

keywords = "Entropy, information potential, non-Gaussian variables, probability density function, stochastic distribution control.",

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AU - Liu, Yunlong

AU - Wang, Hong

AU - Guo, Lei

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N2 - In this note, the observer-based feedback control problem is investigated for a class of non-Gaussian stochastic systems. The proposed control strategy is the optimal control under a performance function measuring a sort of entropy of the state deviation. Sufficient conditions under which the closed-loop system is locally and ultimately bounded in the mean-square sense are presented. Simulation results demonstrate the effectiveness of the proposed design method.

AB - In this note, the observer-based feedback control problem is investigated for a class of non-Gaussian stochastic systems. The proposed control strategy is the optimal control under a performance function measuring a sort of entropy of the state deviation. Sufficient conditions under which the closed-loop system is locally and ultimately bounded in the mean-square sense are presented. Simulation results demonstrate the effectiveness of the proposed design method.

KW - Entropy, information potential, non-Gaussian variables, probability density function, stochastic distribution control.

U2 - 10.1109/TAC.2014.2358411

DO - 10.1109/TAC.2014.2358411

M3 - Article

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VL - 60

SP - 1445

EP - 1450

JO - IEEE Transactions on Automatic Control

JF - IEEE Transactions on Automatic Control

IS - 5

ER -

Observer-Based Feedback Controller Design for a Class of Stochastic SystemsWith Non-Gaussian Variables

Abstract

Keywords

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