Stabilisation of highly nonlinear hybrid systems by feedback control based on discrete-time state observations

Fei, Chen and Fei, Weiyin and Mao, Xuerong and Xia, Dengfeng and Yan, Litan (2019) Stabilisation of highly nonlinear hybrid systems by feedback control based on discrete-time state observations. IEEE Transactions on Automatic Control. ISSN 0018-9286 (In Press)

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    Abstract

    Given an unstable hybrid stochastic differential equation (SDE), can we design a feedback control, based on the discrete-time observations of the state at times 0, τ, 2τ, · · · , so that the controlled hybrid SDE becomes asymptotically stable? It has been proved that this is possible if the drift and diffusion coefficients of the given hybrid SDE satisfy the linear growth condition. However, many hybrid SDEs in the real world do not satisfy this condition (namely, they are highly nonlinear) and there is no answer to the question yet if the given SDE is highly nonlinear. The aim of this paper is to tackle the stabilization problem for a class of highly nonlinear hybrid SDEs. Under some reasonable conditions on the drift and diffusion coefficients, we show how to design the feedback control function and give an explicit bound on τ (the time duration between two consecutive state observations), whence the new theory established in this paper is implementable.