Imperial College London
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DrGiordanoScarciotti

Faculty of Engineering, Department of Electrical and Electronic Engineering

Senior Lecturer
 
 
 
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Contact

 

+44 (0)20 7594 6268g.scarciotti Website

 
 
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Location

 

1118Electrical EngineeringSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@article{Mellone:2023:10.1109/TAC.2022.3173986,
author = {Mellone, A and Scarciotti, G},
doi = {10.1109/TAC.2022.3173986},
journal = {IEEE Transactions on Automatic Control},
pages = {1970--1985},
title = {Stochastic relative degree and path-wise control of nonlinear stochastic systems},
url = {http://dx.doi.org/10.1109/TAC.2022.3173986},
volume = {68},
year = {2023}
}
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RIS format (EndNote, RefMan)

TY  - JOUR
AB  - We address the path-wise control of systems described by a set of nonlinear stochastic differential equations. For this class of systems, we introduce a notion of stochastic relative degree and a change of coordinates which transforms the dynamics to a stochastic normal form. The normal form is instrumental for the design of a state-feedback control which linearises and makes the dynamics deterministic. We observe that this control is idealistic, i.e. it is not practically implementable because it employs a feedback of the Brownian motion (which is never available) to cancel the noise. Using the idealistic control as a starting point, we introduce a hybrid control architecture which achieves practical path-wise control. This hybrid controller uses measurements of the state to perform periodic compensations for the noise contribution to the dynamics. We prove that the hybrid controller retrieves the idealistic performances in the limit as the compensating period approaches zero. We address the problem of asymptotic output tracking, solving it in the idealistic and in the practical framework. We finally validate the theory by means of a numerical example.
AU  - Mellone,A
AU  - Scarciotti,G
DO  - 10.1109/TAC.2022.3173986
EP  - 1985
PY  - 2023///
SN  - 0018-9286
SP  - 1970
TI  - Stochastic relative degree and path-wise control of nonlinear stochastic systems
T2  - IEEE Transactions on Automatic Control
UR  - http://dx.doi.org/10.1109/TAC.2022.3173986
UR  - http://hdl.handle.net/10044/1/97137
VL  - 68
ER  -
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