Covariance control for bilinear stochastic systems via sliding mode control concept

Koan Yuh Chang, Tsung Lin Cheng

Research output: Contribution to journalArticle

5 Citations (Scopus)

Abstract

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.

Original languageEnglish
Pages (from-to)2957-2961
Number of pages5
JournalIEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences
VolumeE90-A
Issue number12
DOIs
Publication statusPublished - 2007 Dec

Fingerprint

Bilinear Systems
Stochastic systems
Sliding mode control
Sliding Mode Control
Stochastic Systems
Assignment
Nullity
Sliding Mode
Invariance
Calculus
Feedback
Controller
Controllers
Term
Simulation
Concepts

All Science Journal Classification (ASJC) codes

  • Signal Processing
  • Computer Graphics and Computer-Aided Design
  • Electrical and Electronic Engineering
  • Applied Mathematics

Cite this

@article{90bd072be8984657aaf433c26b80f396,
title = "Covariance control for bilinear stochastic systems via sliding mode control concept",
abstract = "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.",
author = "Chang, {Koan Yuh} and Cheng, {Tsung Lin}",
year = "2007",
month = "12",
doi = "10.1093/ietfec/e90-a.12.2957",
language = "English",
volume = "E90-A",
pages = "2957--2961",
journal = "IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences",
issn = "0916-8508",
publisher = "Maruzen Co., Ltd/Maruzen Kabushikikaisha",
number = "12",

}

TY - JOUR

T1 - Covariance control for bilinear stochastic systems via sliding mode control concept

AU - Chang, Koan Yuh

AU - Cheng, Tsung Lin

PY - 2007/12

Y1 - 2007/12

N2 - 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.

AB - 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.

UR - http://www.scopus.com/inward/record.url?scp=67650305891&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=67650305891&partnerID=8YFLogxK

U2 - 10.1093/ietfec/e90-a.12.2957

DO - 10.1093/ietfec/e90-a.12.2957

M3 - Article

AN - SCOPUS:67650305891

VL - E90-A

SP - 2957

EP - 2961

JO - IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences

JF - IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences

SN - 0916-8508

IS - 12

ER -