Self-triggered sampling for second-moment stability of state-feedback controlled SDE systems. (April 2015)

• Record Type: Journal Article
• Authors: Anderson, Ross P.; Milutinović, Dejan; Dimarogonas, Dimos V.
• Is Part Of: Automatica. Volume 54(2015)
• Page Start: 8
• Page End: 15
• Publication Date: 2015-04
• Subjects: Stochastic control -- Stochastic systems -- Feedback stabilization -- Real-time systems -- Embedded systems; Automatic control -- Periodicals; Automation -- Periodicals; 629.805
• DOI: 10.1016/j.automatica.2015.01.020
• Languages: English
• ISSNs: 0005-1098

Abstract

Abstract: Event-triggered and self-triggered control, whereby the times for controller updates are computed from sampled data, have recently been shown to reduce the computational load or increase task periods for real-time embedded control systems. In this work, we propose a self-triggered scheme for nonlinear controlled stochastic differential equations with additive noise terms. We find that the family of trajectories generated by these processes demands a departure from the standard deterministic approach to event- and self-triggering, and, for that reason, we use the statistics of the sampled-data system to derive a self-triggering update condition that guarantees second-moment stability. We show that the length of the times between controller updates as computed from the proposed scheme is strictly positive and provide related examples.