Risk-Aware Fixed-Time Stabilization of Stochastic Systems Under Measurement Uncertainty.

Abstract

This paper addresses the problem of risk-aware fixed-time stabilization of a class of uncertain, output-feedback nonlinear systems modeled via stochastic differential equations. First, novel classes of certificate functions, namely risk-aware fixed-time- and risk-aware path-integral-control Lyapunov functions, are introduced. Then, it is shown how the use of either for control design certifies that a system is both stable in probability and probabilistically fixed-time convergent (for a given probability) to a goal set. That is, the system trajectories probabilistically reach the set within a finite time, independent of the initial condition, despite the additional presence of measurement noise. These methods represent an improvement over the state-of-the-art in stochastic fixed-time stabilization, which presently offers bounds on the settling-time function in expectation only. The theoretical results are verified by an empirical study on an illustrative, stochastic, nonlinear system and the proposed controllers are evaluated against an existing method. Finally, the methods are demonstrated via a simulated fixed-wing aerial robot on a reach-avoid scenario to highlight their ability to certify the probability that a system safely reaches its goal.

Bib

@inproceedings{DBLP:conf/amcc/BlackFHP24,
  author       = {Mitchell Black and
                  Georgios Fainekos and
                  Bardh Hoxha and
                  Dimitra Panagou},
  title        = {Risk-Aware Fixed-Time Stabilization of Stochastic Systems Under Measurement
                  Uncertainty},
  booktitle    = {American Control Conference, {ACC} 2024, Toronto, ON, Canada, July
                  10-12, 2024},
  pages        = {3276--3283},
  publisher    = {{IEEE}},
  year         = {2024},
  url          = {https://doi.org/10.23919/ACC60939.2024.10644792},
  doi          = {10.23919/ACC60939.2024.10644792},
  timestamp    = {Sat, 21 Sep 2024 12:19:37 +0200},
  biburl       = {https://dblp.org/rec/conf/amcc/BlackFHP24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}