화학공학소재연구정보센터
IEEE Transactions on Automatic Control, Vol.62, No.5, 2334-2349, 2017
General Stochastic Convergence Theorem and Stochastic Adaptive Output-Feedback Controller
This paper is devoted to the analysis methods/tools to stochastic convergence and stochastic adaptive output-feedback control. As the first contribution, a general stochastic convergence theorem is proposed for stochastic nonlinear systems. The theorem doesn't necessarily involve a positive-definite function of the system states with negative-semidefinite infinitesimal, essentially different from stochastic LaSalle's theorem (see e.g., [1]), and hence can provide more opportunities to achieve stochastic convergence. Moreover, as a direct extension of the convergence theorem, a general version of stochastic Barb. a lat's lemma is obtained, which requires the concerned stochastic process to be almost surely integrable, rather than absolutely integrable in the sense of expectation, unlike in [2]. As the second contribution, supported by the general stochastic convergence theorem, an adaptive output-feedback control strategy is established for the global stabilization of a class of stochastic nonlinear systems with severe parametric uncertainties coupled to un-measurable states. Its feasibility analysis takes substantial effort, and is largely based on the general stochastic convergence theorem. Particularly, for the resulting closed-loop system, certain stochastic boundedness and integrability are shown by the celebrated nonnegative semimartingale convergence theorem, and furthermore, the desired stochastic convergence is achieved via the general stochastic convergence theorem.