Extension of the covariance control principle to nonlinear stochastic systems

1994 ◽  
Vol 141 (2) ◽  
pp. 93-98 ◽  
Author(s):  
H.-Y. Chung ◽  
W.-J. Chang
Keyword(s):  
Stochastic Systems ◽  
Nonlinear Stochastic Systems ◽  
Covariance Control ◽  
Control Principle

A Covariance Controller Design Incorporating Optimal Estimation for Nonlinear Stochastic Systems

1996 ◽  
Vol 118 (2) ◽  
pp. 346-349 ◽  
Author(s):  
Wen-Jer Chang ◽  
Hung-Yuan Chung
Keyword(s):  
Cost Function ◽  
Stochastic Systems ◽  
Controller Design ◽  
Optimal Estimation ◽  
Nonlinear Stochastic Systems ◽  
Numerical Example ◽  
Describing Functions ◽  
Covariance Control ◽  
Variance Design

This note addresses the problem of constrained variance design with minimizing LQG cost function via the method of covariance control incorporating the optimal estimation for nonlinear stochastic systems. The nonlinear stochastic systems are first linearized and then are examined by way of the technique of describing functions. Finally, an application of this approach to a position servomechanism is illustrated by a numerical example.

scholarly journals A Covariance Feedback Approach to Covariance Control of Nonlinear Stochastic Systems

Complexity ◽  
2020 ◽  
Vol 2020 ◽  
pp. 1-12
Author(s):  
Salman Baroumand ◽  
Amir Reza Zaman ◽  
Mohammad Reza Mahmoudi
Keyword(s):  
Nonlinear Systems ◽  
Linear Approximation ◽  
Feedback Linearization ◽  
Control Algorithm ◽  
Stochastic Systems ◽  
Control Method ◽  
Nonlinear Case ◽  
Nonlinear Stochastic Systems ◽  
Covariance Control ◽  
Feedback Algorithm

In this paper, the covariance control algorithm for nonlinear stochastic systems using covariance feedback is studied. Covariance control of nonlinear systems scenario involves the theory of covariance control based on the idea of the covariance feedback. Therefore, the proposed covariance control algorithm is derived for our case, firstly by applying the covariance control method and linear approximation of nonlinear systems, and then it is achieved by adopting this method for a class of nonlinear stochastic systems by using feedback linearization idea and a covariance feedback controller. The effectiveness of the proposed covariance feedback algorithm is studied using numerous simulations concerning different nonlinear case studies.

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