Bounded stabilisation of stochastic port-Hamiltonian systems
Authors
Abstract
This paper proposes a stochastic bounded stabilisation method for a class of stochastic port-Hamiltonian systems. Both full-actuated and underactuated mechanical systems in the presence of noise are considered in this class. The proposed method gives conditions for the controller gain and design parameters under which the state remains bounded in probability. The bounded region and achieving probability are both assignable, and a stochastic Lyapunov function is explicitly provided based on a Hamiltonian structure. Although many conventional stabilisation methods assume that the noise vanishes at the origin, the proposed method is applicable to systems under persistent disturbances.
Citation
- Journal: International Journal of Control
- Year: 2014
- Volume: 87
- Issue: 8
- Pages: 1573–1582
- Publisher: Informa UK Limited
- DOI: 10.1080/00207179.2014.880127
BibTeX
@article{Satoh_2014,
title={{Bounded stabilisation of stochastic port-Hamiltonian systems}},
volume={87},
ISSN={1366-5820},
DOI={10.1080/00207179.2014.880127},
number={8},
journal={International Journal of Control},
publisher={Informa UK Limited},
author={Satoh, Satoshi and Saeki, Masami},
year={2014},
pages={1573--1582}
}
References
- Byrnes, C. I., Isidori, A. & Willems, J. C. Passivity, feedback equivalence, and the global stabilization of minimum phase nonlinear systems. IEEE Transactions on Automatic Control vol. 36 1228–1240 (1991) – 10.1109/9.100932
- Hua Deng & Krstic, M. Output-feedback stochastic nonlinear stabilization. IEEE Transactions on Automatic Control vol. 44 328–333 (1999) – 10.1109/9.746260
- Hua Deng, Krstic, M. & Williams, R. J. Stabilization of stochastic nonlinear systems driven by noise of unknown covariance. IEEE Transactions on Automatic Control vol. 46 1237–1253 (2001) – 10.1109/9.940927
- Dynkin, E. B. Markov Processes. (Springer Berlin Heidelberg, 1965). doi:10.1007/978-3-662-00031-1 – 10.1007/978-3-662-00031-1
- Florchinger, P. Feedback Stabilization of Affine in the Control Stochastic Differential Systems by the Control Lyapunov Function Method. SIAM Journal on Control and Optimization vol. 35 500–511 (1997) – 10.1137/s0363012995279961
- Florchinger, P. A Passive System Approach to Feedback Stabilization of Nonlinear Control Stochastic Systems. SIAM Journal on Control and Optimization vol. 37 1848–1864 (1999) – 10.1137/s0363012997317478
- Fujimoto, K. & Sugie, T. Canonical transformation and stabilization of generalized Hamiltonian systems. Systems & Control Letters vol. 42 217–227 (2001) – 10.1016/s0167-6911(00)00091-8
- Khalil H.K.. Nonlinear systems (1996)
- Kushner H.J.. Stochastic stability and control (1967)
- Liu, T. & Li, H. Analytic Solutions of an Iterative Functional Differential Equation near Resonance. International Journal of Differential Equations vol. 2009 (2009) – 10.1155/2009/145213
- Liu, S., Zhang, J. & Jiang, Z. A notion of stochastic input-to-state stability and its application to stability of cascaded stochastic nonlinear systems. Acta Mathematicae Applicatae Sinica, English Series vol. 24 141–156 (2008) – 10.1007/s10255-007-7005-x
- Maschke B.. Proceedings of the 2nd IFAC Symposium on Nonlinear Control Systems (1992)
- Øksendal, B. Stochastic Differential Equations. Universitext (Springer Berlin Heidelberg, 1998). doi:10.1007/978-3-662-03620-4 – 10.1007/978-3-662-03620-4
- Ortega, R., Spong, M. W., Gomez-Estern, F. & Blankenstein, G. Stabilization of a class of underactuated mechanical systems via interconnection and damping assignment. IEEE Transactions on Automatic Control vol. 47 1218–1233 (2002) – 10.1109/tac.2002.800770
- Ortega, R., van der Schaft, A., Maschke, B. & Escobar, G. Interconnection and damping assignment passivity-based control of port-controlled Hamiltonian systems. Automatica vol. 38 585–596 (2002) – 10.1016/s0005-1098(01)00278-3
- Satoh, S. & Fujimoto, K. Passivity Based Control of Stochastic Port-Hamiltonian Systems. IEEE Transactions on Automatic Control vol. 58 1139–1153 (2013) – 10.1109/tac.2012.2229791
- Satoh S.. Proceedings of the 20th Symposium on Mathematical Theory of Networks and Systems (2012)
- Sontag, E. D. & Wang, Y. On characterizations of the input-to-state stability property. Systems & Control Letters vol. 24 351–359 (1995) – 10.1016/0167-6911(94)00050-6
- Thygesen U.. A survey of Lyapunov techniques for stochastic differential equations (1997)
- Tsinias, J. Stochastic input-to-state stability and applications to global feedback stabilization. International Journal of Control vol. 71 907–930 (1998) – 10.1080/002071798221632
- Schaft, A. L2-Gain and Passivity Techniques in Nonlinear Control. Lecture Notes in Control and Information Sciences (Springer Berlin Heidelberg, 1996). doi:10.1007/3-540-76074-1 – 10.1007/3-540-76074-1