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Adaptive Tracking for Stochastic Nonlinear Systems With Markovian Switching

Wu, Zhao Jing, Yang, Jun and Shi, Peng (2010) Adaptive Tracking for Stochastic Nonlinear Systems With Markovian Switching. IEEE Transactions on Automatic Control, 55 (9). pp. 2135-2141. ISSN 0018-9286

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Abstract

The problem of the adaptive tracking for a class of stochastic nonlinear systems with stationary Markovian switching is considered in this note. An Ito formula is proposed for stochastic integral equations with an integral about martingale measure. An adaptive backstepping controller is designed such that the closed-loop system has a unique solution that is globally bounded in probability and L4-norm of the tracking error converges to an arbitrarily small neighborhood of zero. A simulation example demonstrates the efficiency of the proposed scheme.

Item Type: Article
Uncontrolled Keywords: ResPubID19952, backstepping, Markovian switching, nonlinear stochastic systems
Subjects: Historical > Faculty/School/Research Centre/Department > Institute for Logistics and Supply Chain Management (ILSCM)
Current > FOR Classification > 0802 Computation Theory and Mathematics
Historical > SEO Classification > 970108 Expanding Knowledge in the Information and Computing Sciences
Depositing User: VUIR
Date Deposited: 21 Dec 2011 04:42
Last Modified: 30 May 2012 04:51
URI: http://vuir.vu.edu.au/id/eprint/7454
DOI: https://doi.org/10.1109/TAC.2010.2051090
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Citations in Scopus: 126 - View on Scopus

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