Robust Controller Design for Stochastic Nonlinear Systems via Convex Optimization
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This paper presents ConVex optimization-based Stochastic steady-state Tracking Error Minimization (CV-STEM), a new state feedback control framework for a class of Itô stochastic nonlinear systems and Lagrangian systems. Its strength lies in computing the control input by an optimal contraction metric, which greedily minimizes an upper bound of the steady-state mean squared tracking error of the system trajectories. Although the problem of minimizing the bound is nonlinear, its equivalent convex formulation is proposed utilizing state-dependent coefficient parameterizations of the nonlinear system equation. It is shown using stochastic incremental contraction analysis that the CV-STEM provides a sufficient guarantee for exponential boundedness of the error for all time with L2-robustness properties. For the sake of its sampling-based implementation, we present discrete-time stochastic contraction analysis with respect to a state- and time-dependent metric along with its explicit connection to continuous-time cases. We validate the superiority of the CV-STEM to PID, H-infinity, and given nonlinear control for spacecraft attitude control and synchronization problems.
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