IEICE Trans - Covariance Control for Bilinear Stochastic Systems via Sliding Mode Control Concept

Covariance Control for Bilinear Stochastic Systems via Sliding Mode Control Concept

Koan-Yuh CHANG
Tsung-Lin CHENG

Publication
IEICE TRANSACTIONS on Fundamentals of Electronics, Communications and Computer Sciences Vol.E90-A No.12 pp.2957-2961
Publication Date: 2007/12/01
Online ISSN: 1745-1337
DOI: 10.1093/ietfec/e90-a.12.2957
Print ISSN: 0916-8508
Type of Manuscript: LETTER
Category: Systems and Control
Keyword:
bilinear stochastic systems, state covariance assignment, sliding mode control, Ito-formula,

Full Text: PDF(139.4KB)>>

Summary:
Based on the concept of sliding mode control, we study the problem of steady state covariance assignment for bilinear stochastic systems. We find that the invariance property of sliding mode control ensures nullity of the matched bilinear term in the system on the sliding mode. By suitably using Ito calculus, the controller u(t) can be designed to force the feedback gain matrix G to achieve the goal of steady state covariance assignment. We also compare our method with other approaches via simulations.

open access publishing via