2022
DOI: 10.48550/arxiv.2205.02759
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Stochastic Relative Degree and Path-wise Control of Nonlinear Stochastic Systems

Abstract: We address the path-wise control of systems described by a set of nonlinear stochastic differential equations. For this class of systems, we introduce a notion of stochastic relative degree and a change of coordinates which transforms the dynamics to a stochastic normal form. The normal form is instrumental for the design of a state-feedback control which linearises and makes the dynamics deterministic. We observe that this control is idealistic, i.e. it is not practically implementable because it employs a fe… Show more

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