Almost sure exponential stabilisation of stochastic systems by state-feedback control

So far, a major part of the literature on the stabilisation issues of stochastic systems has been dedicated to mean square stability. This paper develops a new class of criteria for designing a controller to stabilise a stochastic system almost surely which is unable to be stabilised in mean-square sense. The results are expressed in terms of linear matrix inequalities (LMIs) which are easy to be checked in practice by using MATLAB Toolbox. Moreover, the control structure in this paper appears not only in the drift part but also in the diusion part of the underlying stochastic system

Robust H∞ control for a class of nonlinear discrete time-delay stochastic systems with missing measurements

This is the post print version of the article. The official published version can be obtained from the link - Copyright 2009 Elsevier LtdThis paper is concerned with the problem of robust H∞ output feedback control for a class of uncertain discrete-time delayed nonlinear stochastic systems with missing measurements. The parameter uncertainties enter into all the system matrices, the time-varying delay is unknown with given low and upper bounds, the nonlinearities satisfy the sector conditions, and the missing measurements are described by a binary switching sequence that obeys a conditional probability distribution. The problem addressed is the design of an output feedback controller such that, for all admissible uncertainties, the resulting closed-loop system is exponentially stable in the mean square for the zero disturbance input and also achieves a prescribed H∞ performance level. By using the Lyapunov method and stochastic analysis techniques, sufficient conditions are first derived to guarantee the existence of the desired controllers, and then the controller parameters are characterized in terms of linear matrix inequalities (LMIs). A numerical example is exploited to show the usefulness of the results obtained.This paper was not presented at any IFAC meeting. This paper was recommended for publication in revised form by Associate Editor Dragan Nešic under the direction of Editor Hassan K. Khalil. This work was supported in part by the Engineering and Physical Sciences Research Council (EPSRC) of the U.K. under Grant GR/S27658/01, the City University of Hong Kong under Grant 7001992, the Royal Society of the U.K. under an International Joint Project, the Natural Science Foundation of Jiangsu Province of China under Grant BK2007075, the National Natural Science Foundation of China under Grant 60774073, and the Alexander von Humboldt Foundation of Germany

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With the help of a stochastic bounded real lemma, we deal with finite horizon H2/H∞ control problem for discrete-time MJLS, whose Markov chain takes values in an infinite set. Besides, a unified control design for H2, H∞, and H2/H∞ is given

Generalised Probabilistic Control Design for Uncertain Stochastic Control Systems

In this paper a novel generalised fully probabilistic controller design for the minimisation of the Kullback-Leibler divergence between the actual joint probability density function (pdf) of the closed loop control system, and an ideal joint pdf is presented for a linear Gaussian uncertain class of stochastic systems. A single layer neural network is used to approximate the probability density function of the system dynamics. The generalised probabilistic control law is obtained by solving the recurrence equation of dynamic programming to the fully probabilistic design control problem while taking into consideration the dependency of the parameters of the estimated probability density function of the system dynamics on the input values. It is shown to be of the class of cautious type controllers which accurately minimises the value of the Kullback-Leibler divergence without disregarding the variance of the model prediction as an element to be minimised. Comparison of theoretical and numerical results obtained from the F-16 fighter aircraft application with existing state-of-the-art demonstrates the effectiveness of the proposed method

On the attenuation and amplification of molecular noise in genetic regulatory networks

BACKGROUND: Noise has many important roles in cellular genetic regulatory functions at the nanomolar scale. At present, no good theory exists for identifying all possible mechanisms of genetic regulatory networks to attenuate the molecular noise to achieve regulatory ability or to amplify the molecular noise to randomize outcomes to the advantage of diversity. Therefore, the noise filtering of genetic regulatory network is an important topic for gene networks under intrinsic fluctuation and extrinsic noise. RESULTS: Based on stochastic dynamic regulation equation, the intrinsic fluctuation in reaction rates is modeled as a state-dependent stochastic process, which will influence the stability of gene regulatory network, especially, with low concentrations of reacting species. Then the mechanisms of genetic regulatory network to attenuate or amplify extrinsic fluctuation are revealed from the nonlinear stochastic filtering point of view. Furthermore, a simple measure of attenuation level or amplification level of extrinsic noise for genetic regulatory networks is also introduced by nonlinear robust filtering method. Based on the global linearization scheme, a convenient method is introduced to measure noise attenuation or amplification for each gene of the nonlinear stochastic regulatory network by solving a set of filtering problems, which correspond to a set of linearized stochastic regulatory networks. Finally, by the proposed methods, several simulation examples of genetic regulatory networks are given to measure their robust stability under intrinsic fluctuations, and to estimate the genes' attenuation and amplification levels under extrinsic noises. CONCLUSION: In this study, a stochastic nonlinear dynamic model is developed for genetic regulatory networks under intrinsic fluctuation and extrinsic noise. By the method we proposed, we could determine the robust stability under intrinsic fluctuations and identify the genes that are significantly affected by extrinsic noises, which we call the weak structure of the network. This method will be potential for robust gene circuit design in future, on which a drug design could be based

Robust Controller Design for Stochastic Nonlinear Systems via Convex Optimization

This paper presents ConVex optimization-based Stochastic steady-state Tracking Error Minimization (CV-STEM), a new state feedback control framework for a class of Ito stochastic nonlinear systems and Lagrangian systems. Its strength lies in computing the control input by an optimal contraction metric, which greedily minimizes an upper bound of the steady-state mean squared tracking error of the system trajectories. Although the problem of minimizing the bound is nonlinear, its equivalent convex formulation is proposed utilizing state-dependent coefficient parameterizations of the nonlinear system equation. It is shown using stochastic incremental contraction analysis that the CV-STEM provides a sufficient guarantee for exponential boundedness of the error for all time with L₂-robustness properties. For the sake of its sampling-based implementation, we present discrete-time stochastic contraction analysis with respect to a state- and time-dependent metric along with its explicit connection to continuous-time cases. We validate the superiority of the CV-STEM to PID, H∞, and given nonlinear control for spacecraft attitude control and synchronization problems