Observer Based Feedback Controller Design for a Class of Stochastic Systems With Non Gaussian Variables
In this note, the observer based feedback control problem is investigated for a class of non Gaussian stochastic systems. The proposed control strategy is the optimal control under a performance function measuring a sort of entropy of the state deviation. Sufficient conditions under which the closed loop system is locally and ultimately bounded in the mean square sense are presented. Simulation results demonstrate the effectiveness of the proposed design method.
IEEE Transactions on Automatic Control