Probabilistic Characterization of Target Set and Region of Attraction for Discrete-time Control Systems
2020 (English)In: IEEE International Conference on Control and Automation, ICCA, IEEE Computer Society , 2020, p. 594-599Conference paper, Published paper (Refereed)
Abstract [en]
This paper proposes a new notion of stabilization in probability for discrete-time stochastic systems that may be with unbounded disturbances and bounded control input. This new notion builds on two sets: target set and region of attraction. The target set is a set within which the controller is able to keep the system state with a certain probability. The region of attraction is a set from which the controller is able to drive the system state to the target set with a prescribed probability. We investigate the probabilistic characterizations of these two sets for linear stochastic control systems. We provide sufficient conditions for a compact set to be a target set with a given horizon and probability level. Given a target set, we use two methods to characterize the region of attraction: one is based on the solution to a stochastic optimal first-entry time problem while the other is based on stochastic backward reachable sets. For linear scalar systems, we provide analytic representations for the target set and the region of attraction. Simulations are given to illustrate the effectiveness of the theoretical results.
Place, publisher, year, edition, pages
IEEE Computer Society , 2020. p. 594-599
Keywords [en]
Control system synthesis, Controllers, Probability, Stochastic control systems, Stochastic systems, Analytic representation, Bounded controls, Discrete-time stochastic systems, Linear stochastic control systems, Prescribed probability, Probability levels, Region of attraction, Scalar systems, Discrete time control systems
National Category
Electrical Engineering, Electronic Engineering, Information Engineering
Identifiers
URN: urn:nbn:se:kth:diva-290326DOI: 10.1109/ICCA51439.2020.9264433ISI: 000646357300102Scopus ID: 2-s2.0-85098084492OAI: oai:DiVA.org:kth-290326DiVA, id: diva2:1530750
Conference
16th IEEE International Conference on Control and Automation, ICCA 2020, 9 October 2020 through 11 October 2020
Note
QC 20210224
2021-02-242021-02-242022-06-25Bibliographically approved