Observer-Based Stabilization of Stochastic Hamiltonian Systems

Jian Yong Li, Yan Hong Liu, Shu Xia Tang, Xiu Shan Cai

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review


This paper propose an observer-based stabilization method for stochastic Hamiltonian systems. First, for stochastic Hamiltonian systems without parameter uncertainty, we construct a state observer and design an observer-based stabilization controller such that the closed loop system is asymptotically stable. Then, we put forward an adaptive observer and a stabilization controller for stochastic nonlinear Hamiltonian systems with parameter uncertainty. The asymptotical convergence of the observers is shown without constructing the estimation error system and the Lyapunov functions are constructed by the Hamiltonian function. The internal structure of the system is fully utilized during the observer design and stability analysis. A numerical example is given to illustrate the effectiveness of the proposed method.

Original languageEnglish
Title of host publication2018 Annual American Control Conference, ACC 2018
PublisherInstitute of Electrical and Electronics Engineers Inc.
Number of pages6
ISBN (Print)9781538654286
StatePublished - Aug 9 2018
Event2018 Annual American Control Conference, ACC 2018 - Milwauke, United States
Duration: Jun 27 2018Jun 29 2018

Publication series

NameProceedings of the American Control Conference
ISSN (Print)0743-1619


Conference2018 Annual American Control Conference, ACC 2018
Country/TerritoryUnited States


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