Construction of nonlinear stochastic optimal control theory for attenuating system noises

2016 Fiscal Year Final Research Report

• Project/Area Number: 25820184
• Research Category: Grant-in-Aid for Young Scientists (B)
• Allocation Type: Multi-year Fund
• Research Field: Control engineering/System engineering
• Research Institution: Kagoshima University
• Principal Investigator: Nishimura Yuki 鹿児島大学, 理工学域工学系, 准教授 (20549018)
• Project Period (FY): 2013-04-01 – 2017-03-31
• Keywords: 確率システム / 安定論 / 非線形制御 / 最適制御 / 外乱減衰

Outline of Final Research Achievements

We derived conditions that stochastic stability for dynamical systems is not influenced by their system noises, and then proposed sufficient conditions that the trajectories of controlled systems converge to some (weak) invariant set. The forms of stochastic Lyapunov functions, ensuring stochastic asymptotic stability, are relaxed to non-differentiable in order to increase the number of stabilizable stochastic systems. The sufficient conditions for stochastic integral-input-to-state stability and almost sure bounded stability were also derived, respectively. And then, stabilization strategy for nonholonomic systems by adding Gaussian white noises was developed.

Free Research Field

制御工学