Stabilization of partially linear composite stochastic systems via stochastic Luenberger observers

Patrick Florchinger

Kybernetika (2022)

  • Volume: 58, Issue: 4, page 626-636
  • ISSN: 0023-5954

Abstract

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The present paper addresses the problem of the stabilization (in the sense of exponential stability in mean square) of partially linear composite stochastic systems by means of a stochastic observer. We propose sufficient conditions for the existence of a linear feedback law depending on an estimation given by a stochastic Luenberger observer which stabilizes the system at its equilibrium state. The novelty in our approach is that all the state variables but the output can be corrupted by noises whereas in the previous works at least one of the state variable should be unnoisy in order to design an observer.

How to cite

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Florchinger, Patrick. "Stabilization of partially linear composite stochastic systems via stochastic Luenberger observers." Kybernetika 58.4 (2022): 626-636. <http://eudml.org/doc/299465>.

@article{Florchinger2022,
abstract = {The present paper addresses the problem of the stabilization (in the sense of exponential stability in mean square) of partially linear composite stochastic systems by means of a stochastic observer. We propose sufficient conditions for the existence of a linear feedback law depending on an estimation given by a stochastic Luenberger observer which stabilizes the system at its equilibrium state. The novelty in our approach is that all the state variables but the output can be corrupted by noises whereas in the previous works at least one of the state variable should be unnoisy in order to design an observer.},
author = {Florchinger, Patrick},
journal = {Kybernetika},
keywords = {stochastic stability; composite stochastic system; feedback law; stochastic observer},
language = {eng},
number = {4},
pages = {626-636},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Stabilization of partially linear composite stochastic systems via stochastic Luenberger observers},
url = {http://eudml.org/doc/299465},
volume = {58},
year = {2022},
}

TY - JOUR
AU - Florchinger, Patrick
TI - Stabilization of partially linear composite stochastic systems via stochastic Luenberger observers
JO - Kybernetika
PY - 2022
PB - Institute of Information Theory and Automation AS CR
VL - 58
IS - 4
SP - 626
EP - 636
AB - The present paper addresses the problem of the stabilization (in the sense of exponential stability in mean square) of partially linear composite stochastic systems by means of a stochastic observer. We propose sufficient conditions for the existence of a linear feedback law depending on an estimation given by a stochastic Luenberger observer which stabilizes the system at its equilibrium state. The novelty in our approach is that all the state variables but the output can be corrupted by noises whereas in the previous works at least one of the state variable should be unnoisy in order to design an observer.
LA - eng
KW - stochastic stability; composite stochastic system; feedback law; stochastic observer
UR - http://eudml.org/doc/299465
ER -

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