| Title: |
Exact Feedback Linearization of Stochastic Control Systems |
| Authors: |
Ladislav Sládeček |
| Contributors: |
The Pennsylvania State University CiteSeerX Archives |
| Source: |
http://arxiv.org/pdf/math/0211382v1.pdf. |
| Publication Year: |
2002 |
| Collection: |
CiteSeerX |
| Subject Terms: |
exact linearization; feedback linearization; nonlinear dynamical system; Itô integral; Stratonovich integral; correcting term MCS classification; 93B18; 93E03Contents |
| Description: |
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 |
| Document Type: |
text |
| File Description: |
application/pdf |
| Language: |
English |
| Relation: |
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.237.3932; http://arxiv.org/pdf/math/0211382v1.pdf |
| Availability: |
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.237.3932; http://arxiv.org/pdf/math/0211382v1.pdf |
| Rights: |
Metadata may be used without restrictions as long as the oai identifier remains attached to it. |
| Accession Number: |
edsbas.19CB6330 |
| Database: |
BASE |