Output-Feedback Stochastic Nonlinear Stabilization and Inverse Optimality
Engineering and Technology Journal,
2011, Volume 29, Issue 7, Pages 1251-1264
Abstract
Output-feedback (observer-based) robust and optimal control law which guaranteesglobal (local) asymptotic stability in probability for nonlinear stochastic dynamic
system are stated, developed and proved with the help of stochastic Lyapunov function
approach supported by necessary theorems and an illustrative example. The inverse
optimal stabilization in probability with suitable performance index has also been
stated and developed.
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