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arXiv math/0211382math.OC
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随机控制系统的精确反馈线性化

Exact Feedback Linearization of Stochastic Control Systems

Ladislav Sladecek

摘要:

本文研究随机单输入单输出仿射控制动力系统的精确线性化方法。这些系统被定义为欧几里得空间中的向量场三元组。目标是找到一个给定的非线性随机系统,可逆变换的组合,将系统转换成可控的线性型。当然,对于大多数非线性系统,这种变换是不存在的。我们的重点是线性化的状态坐标变换结合反馈。伊藤和Stratonovich系统之间的差异被强调。此外,我们定义了三种类型的线性随机系统-g-线性,σ-线性,和g σ-线性。研究了随机精确线性化问题的六种变形。最有用的问题--Ito-gsigma线性化的解决使用的校正项,这被证明是一个非常有用的工具,伊藤系统。结果示出了一个数值例子解决的帮助下,符号代数。

英文摘要:

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 Ito and Stratonovich systems is emphasized. Moreover, we define three types of linearity of stochastic systems -- g-linearity, sigma-linearity, and g sigma-linearity. Six variants of the stochastic exact linearization problem are studied. The most useful problem -- the Ito-g sigma linearization is solved using the correcting term, which proved to be a very useful tool for Ito systems. The results are illustrated on a numerical example solved with help of symbolic algebra.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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