Output Feedback Stabilization for Dynamic MIMO Semi-linear Stochastic Systems with Output Randomness Attenuation

Abstract

In this paper, the problem of randomness attenuation is investigated for a class of MIMO semi-linear stochastic systems. To achieve this control objective, a m-block backstepping controller is designed to stabilize the closed-loop systems in probability sense. In addition, the output randomness attenuation can be achieved by optimising the design parameters using minimum entropy criterion. The effectiveness of this presented control algorithm can be verified by a given numerical example. In summary, the main contributions of this paper are characterized as follows: (1) an output feedback design method is adapted to stabilise the dynamic multi-variable semi-linear stochastic systems by block backstepping; (2) randomness of the system output is attenuated by searching the optimal design parameter based on the entropy criterion; (3) a framework of performance enhancement for stochastic systems is developed.