We consider the problem of state-feedback control of linear continuous-time stochastic systems with nonlinear diffusion terms affected by time-varying input delays or, equivalently, by time-varying state measurement delays. We propose a finite- dimensional control law based on closed-loop predictors and derive sufficient delay bounds for the exponential stability in mean and exponential mean square stability with prescribed rate.

Predictor-based control of stochastic systems with nonlinear diffusions and input delay

Papi M;Cacace F;
2019-01-01

Abstract

We consider the problem of state-feedback control of linear continuous-time stochastic systems with nonlinear diffusion terms affected by time-varying input delays or, equivalently, by time-varying state measurement delays. We propose a finite- dimensional control law based on closed-loop predictors and derive sufficient delay bounds for the exponential stability in mean and exponential mean square stability with prescribed rate.
2019
Stochastic control; Systems with time-delays; Predictor control
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.12610/949
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