Control for a Class of Stochastic Mechanical Systems Based on the Discrete-Time Approximate Observer

Abstract

This paper investigates the observer-based control problem of a class of stochastic mechanical systems. The system is modelled as a continuous-time Ito stochastic differential equation with a discrete-time output. Euler-Maruyama approximation is used to design the discrete-time approximate observer, and an observer-based feedback controller is derived such that the closed-loop nonlinear system is exponentially stable in the mean-square sense. Also, the authors analyze the convergence of observer error when the discrete-time approximate observer servers as a state observer for the exact system. Finally, a simulation example is used to demonstrate the effectiveness of the proposed method.