NDLI: Exact Feedback Linearization of Stochastic Control Systems (2002)

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Exact Feedback Linearization of Stochastic Control Systems (2002)

Content Provider	CiteSeerX
Author	Sládeček, Ladislav
Abstract	Abstract: This paper studies exact linearization methods for stochastic SISO affine controlled dynamical systems. The systems are defined as vectorfield triplets in Euclidean space. The goal is to find, for a given nonlinear stochastic system, a combination of invertible transformations which transform the system into a controllable linear form. Of course, for most nonlinear systems such transformation does not exist. We are focused on linearization by state coordinate transformation combined with feedback. The difference between Itô and Stratonovich systems is emphasized. Moreover, we define three types of linearity of stochastic systems — g-linearity, σ-linearity, and gσ-linearity. Six variants of the stochastic exact linearization problem are studied. The most useful problem — the Itô- gσ linearization is solved using the correcting term, which proved to be a very useful tool for Itô systems. The results are illustrated on a numerical example solved with
File Format	PDF
Publisher Date	2002-01-01
Access Restriction	Open
Subject Keyword	Nonlinear Stochastic System Stratonovich System Stochastic Control System Exact Feedback Linearization Paper Study Exact Linearization Method Invertible Transformation Correcting Term Stochastic Exact Linearization Problem Controllable Linear Form Dynamical System Numerical Example State Coordinate Transformation Stochastic System G-linearity Vectorfield Triplet Nonlinear System Transformation Useful Problem Stochastic Siso Affine Euclidean Space
Content Type	Text
Resource Type	Article

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