Control for a Class of Stochastic Mechanical Systems Based on the Discrete-Time Approximate Observer

摘要

This paper investigates the observer-based control problem of a class of stochastic mechanical systems.The system is modelled as a continuous-time It(o) stochastic differential equation with a discrete-time output.Euler-Maruyama approximation is used to design the discrete-time approximate observer,and an observer-based feedback controller is derived such that the closed-loop nonlinear system is exponentially stable in the mean-square sense.Also,the authors analyze the convergence of observer error when the discrete-time approximate observer servers as a state observer for the exact system.Finally,a simulation example is used to demonstrate the effectiveness of the proposed method.