An Introduction to the Theory of Exact Stochastic Feedback Linearization for Nonlinear Stochastic Systems

Abstract

In the design of feedback control laws for nonlinear systems, the concept of exact feedback linearization has emerged as a promising technique. In its current form, the concept of feedback linearization is limited to deterministic systems. The purpose of this paper is to extend this concept to a class of nonlinear stochastic systems. The results of this paper open up a new avenue towards designing nonlinear controllers for stochastic systems.