Predictor-based control of stochastic systems with nonlinear diffusions and input delay. (September 2019)

• Record Type: Journal Article
• Authors: Cacace, Filippo; Germani, Alfredo; Manes, Costanzo; Papi, Marco
• Is Part Of: Automatica. Volume 107(2019)
• Page Start: 43
• Page End: 51
• Publication Date: 2019-09
• Subjects: Stochastic control -- Systems with time-delays -- Predictor control; Automatic control -- Periodicals; Automation -- Periodicals; 629.805
• DOI: 10.1016/j.automatica.2019.05.019
• Languages: English
• ISSNs: 0005-1098

Abstract

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.