Adaptive Control of a Class of Nonlinear Stochastic Systems with Input Constraints

Abstract

The purpose of this paper is to consider the problem of adaptive control of a continuous-time single-input single-output nonlinear stochastic system which is sampled at regular time-intervals, subject to certain input (control) constraints. The (unknown) system is not required to be stable in the absence of control. Consequently, a strict saturation input constraint cannot be imposed if the closed-loop system is to remain stable. Therefore, a type of “long-term average control effort᾿ input constraint is imposed. A control law is presented and conditions on the sampling rate are found, such that the Markov chain consisting of the state and control at the sampling instants is ergodic, and the..