Lyapunov Function Analysis for System with Stochastic Nonsmooth PI Controller

Abstract

This paper deals with non-smooth feedback stabilisation in presence of stochastic unbounded(normally distributed) noise. The integral term of classical proportional-integral controller is replaced by a discontinuous integrator. The overall control effort is still continuous. The behaviour of the proposed scheme under stochastic perturbations is presented. We have given a sound and non-trivial Lyapunov analysis of the closed loop system controlled by the proposed controller on stochastic dynamics. © 2018