SPECIAL ISSUE PAPER 681

Adaptive observer-based non-linear stochastic system

control with sliding mode schemes
F Qiao1, Q M Zhu2*, J Liu1, and F Zhang1
1
Faculty of Information and Control Engineering, Shenyang Jianzhu University, Liaoning, People’s Republic of China
2
Faculty of Computing, Engineering and Mathematical Sciences, University of the West of England, Bristol, UK

The manuscript was received on 28 February 2008 and was accepted after revision for publication on 20 May 2008.

DOI: 10.1243/09596518JSCE585

Abstract: In this paper, an adaptive sliding mode observer is designed to reconstruct the
states of non-linear stochastic systems with uncertainties from the measurable system output
and the reconstructed states are employed to construct a sliding mode controller for the
stabilization control of complex non-linear systems. It takes the advantages of the sliding mode
schemes to design both the observer and the controller. The convergence of the observer and
the globally asymptotical stability of the controller are analysed in terms of stochastic
Lyapunov stability, and the effectiveness of the control strategy is verified with numerical
simulation studies.

Keywords: adaptive observer, stochastic system control, sliding mode scheme, Itô differential
equation

1 INTRODUCTION Sliding mode control (SMC) for variable structure

Up to now, considerable research work has been
done in the control system design for many classes
of non-linear deterministic systems with uncertain-
ties in the literature. The types of uncertainties
include external disturbances, lack of knowledge of
the system dynamics, and time varying of system
parameters. Generally, the main objective of the
control system design is to set up a control strategy
to eliminate or attenuate the influence of the
uncertainty on the overall performance of the
systems. The uncertainties in the dynamic systems
could also be modelled as random noise. Recently,
the global stabilization of non-linear stochastic
systems has gained increasing attraction, referring
to Florchinger [1], Deng and Krstic [2–4], and the
references therein. The widely employed concepts of
stability in stochastic systems were introduced by
Khas’minskii [5] for boundedness in probability and
asymptotical stability in the large in his classical
work.
*Corresponding author: Faculty of Computing, Engineering, and
Mathematical Sciences, University of the West of England,
Coldharbour Lane, Bristol BS16 1QY, UK. email: quan.zhu@
uwe.ac.uk
systems (VSSs) is well applied as a robust approach for
control of dynamic systems with uncertainties for its
various features, such as fast response, good transient
performance, and robust to system uncertainties and
external disturbances. SMC for VSSs was first pro-
posed and elaborated in the early 1950s in the former
Soviet Union by Emelyanov and several co-research-
ers [6–8]. From then on, SMC has been expanded into
a general design method being examined for a wide
spectrum of system types including non-linear sys-
tems, multi-input/multi-output systems, discrete
time models, large scale and infinite dimensional
systems, and stochastic systems. Today, research and
development continue to apply SMC to a wide variety
of modern but complex engineering systems to
achieve high-quality products and specified opera-
tional performance [9].
There have been many contributions of SMC in
stochastic systems [10–15]. In practice, it is usually
not easy or expensive to obtain whole system states
by physical measurements, so observer-based SMCs
were employed by Edwards and Spurgeon [16], Niu
et al. [17], Pai and Sinha [18], and Rundell et al. [19].
Some researchers contributed their work to the
reconstruction of unmeasured states for stochastic

JSCE585 F IMechE 2008 Proc. IMechE Vol. 222 Part I: J. Systems and Control Engineering
682 F Qiao, Q M Zhu, J Liu, and F Zhang
systems and chaotic synchronization, such as Azemi
and Yaz [20], Raoufi and Khaloozadeh [21], Niu and
Ho [14], and Qiao et al. [22]. However, up to now, to
the authors’ knowledge, there has been an open area
for the problem of SMC for uncertain stochastic
systems with unmeasurable (but observable) states.
It is proposed, in this paper, to design an adaptive
observer-based controller to enhance the design of
non-linear stochastic system control with sliding
mode schemes. First of all an adaptive sliding mode
observer (ASMO) is developed to reconstruct the
system states with the system output, and then an
SMC law is synthesized based on the estimated states.
The convergence of the observer and the asymptotic
stability in probability of the controller based on
sliding mode schemes are theoretically analysed and
the effectiveness of the proposed control strategy is
verified with numerical simulation studies.
The remaining part of this paper is organized as
follows: in section 2, the dynamic model of non-linear
stochastic systems with uncertainty is described and
the objective of the controller design is stated with
some preliminaries; in section 3, an adaptive observer-
based sliding mode scheme is developed for recon-
structing the states of the stochastic systems; in section
4, SMC law for system stabilization is synthesized
based on the estimates of the system states; in section 5
numerical simulation is studied to verify the effective-
ness of the proposed control strategy; and in section 6
conclusions are drawn to summarize the sudy.
The following notation will be used throughout
this paper: R+ is the set of non-negative real
numbers; x M Rn (A M Rn6m) denotes an n-vector
(n6m matrix) with real elements with the associated
norm, or Euclidean norm, IxI 5 (xT x)1/2 (IAI 5 (AT
A)1/2), where (N)T denotes transposition, and l̄(A) and
l(A) denote the maximum and minimum eigenvalues
of a symmetric matrix A. IxI1 denotes the sum of
absolute values of the vector or 1-norm of a vector; it is
clear that IxI ( IxI1 for any x M Rn. The symbol exp is
used for the exponential function. C0 and C1 denote
the continuous and differentiable functions respec-
tively. Im is an identity matrix with m6m dimension.
(V, , ) is a complete probability space where V is
the sample space, is the s-algebra of the subsets of
the sample space, and is the probability measure.
{N} denotes the expectation operator with respect to
the probability measure .
2 PROBLEM STATEMENT AND PRELIMINARIES
Consider the following non-linear non-autonomous
stochastic system given by the Itô differential
Proc. IMechE Vol. 222 Part I: J. Systems and Control Engineering
equation
dx ðt Þ~ðAx ðt ÞzBuðt ÞÞdtzf ðx ðt Þ, fðt ÞÞdt
zg x ðx ðt ÞÞdvðt Þ ð1aÞ
with the measurable output equation
dy ðt Þ~Cx ðt Þdtzg y ðx ðt ÞÞdw ðt Þ ð1bÞ
where t M R+, x(t) M Rn is the system state vector,
u(t) M Rp is the system input vector, y(t) M Rm is the
measurable system output, A M Rn6n, B M Rn6p, and
C M Rm6n are matrices with suitable dimensions, f :
Rn6R+ R Rn represents the non-linear and uncer-
tain dynamics, f(t) is the deterministic process
disturbance that cannot be measured, and the
intensities of noises are shown by gx, gy :
Rn6R+ R Rn, and gx and gy are bounded as
Igx(x(t))I ( bx and Igy(x(t))I ( by, and v(t) and
w(t) are standard Wiener process noises indepen-
dent of x0 defined on the complete probability
space of (V, , ).
The following assumptions are imposed to system
(1) for discussion.
Assumption 1
The pair (A, C) is detectable and observable so that
there exists an observer gain Ko M Rn6p such that
Ao 5 A 2 KoC is a strictly Hurwitz matrix.
Assumption 2
f(x(t), f(t)) is separable into two parts
f ðx ðt Þ, fðt ÞÞ~f 1 ðx ðt ÞÞzf 2 ðx ðt Þ, t Þ
where the known non-linearity f1(x) satisfies a
Lipschitz condition as




f ðx 1 Þ{f ðx 2 Þ
¡akx 1 {x 2 k
1 1
for all x1, x2 M Rn, where a M R+ is a known constant.
On the other hand, f2(x, t) is an excessive unknown
bounded uncertainty or unmeasurable deterministic
disturbance, and is assumed to satisfy a classical
matching condition [20]
f 2 ðx, t Þ~P{1 CT fðy ðt Þ, t ÞÞ
where f : Rm6R+ R Rp satisfies
X
N
kfðy ðt Þ, t ÞÞks ¡ ci ri ðy ðt Þ, t Þ ð2Þ
i~0
JSCE585 F IMechE 2008
 Adaptive observer-based non-linear stochastic system control
for unknown values of ci M R+, known bounded ri M C0
such that ri : Rm6R+ R R+, i 5 0, 1, …, N, and P 5 PT
is the unique positive definite solution to
PAo zATo P~{Q ð3Þ
for some positive definite matrix Q 5 QT . 0
Assumption 3
The Lipshitz constant a satisfies [23]
1 lðQÞ
av

2 lðPÞ
The following definitions are imposed for the
stability in probability.
Definition 1
The stochastic system in (1) is globally stable at the
equilibrium x(t) 5 0 if a region D exists at the origin,
for any x0 M D and ;e . 0, and a class k function c(N)
(i.e. c(N) is a strict ascending continuous function at
c(0) 5 0 at R+ R R+) exists satisfying
Pfjx ðt Þjvbðjx0 j, t Þg¢1{e, Vtw0, x0 [ D
Definition 2
The stochastic system in (1) is globally asymptoti-
cally stable at the equilibrium x(t) 5 0 for any x0 M D
and ;e . 0 and a class kL function b(?,?) exists (i.e.
the continuous function b(r, s) defined on
R+6R+ R R+ is strictly ascending and b(+‘, s) 5 ‘
with respect to r for fixed s and descending
and lim bðr, sÞ~0 with respect to s for fixed r)
s??
satisfying
Pfjx ðt Þjvbðjx 0 j, t Þg¢1{e, Vtw0, x0 [ D
The following lemmas are introduced for discus-
sion.
Lemma 1 (Khas’minskii [5])
Consider the system in (1) and suppose a positive
definite, radially unbounded, twice differentiable func-
tion V(x) exists such that the infinitesimal generator
LV ðx Þ
LV ðx Þ~ðAx ðt ÞzBuðt Þzf ðx ðt Þ, fðt ÞÞÞ
Lx
 2  y ðt Þ{Cx^ðt Þ
1 L V ðx Þ
z Tr g Tx gx
2 Lx 2
JSCE585 F IMechE 2008
683
is negative definite. Then the equilibrium x 5 0 of the
system in (1) is globally asymptotically stable in
probability.
It is quite common in practice that not all of the
system states are always measurable due to the
limitation of physical condition and/or capital invest-
ment. Hence, in order to realize the stabilization of the
closed-loop stochastic system with uncertainty in (1)
at the origin x(t) 5 0, an SMC law was investigated in
this research work with estimated system states from
an adaptive observer. The objective of the system
control is to determine the control law u(t) to
guarantee the globally asymptotic stabilization of the
system in (1) in probability at the origin.
The controller to be designed for the stochastic
system in (1) is based on the reconstructed system
states obtained by an adaptive sliding mode observer
and the control law is derived from the sliding mode
scheme. In the following sections 3 and 4, the
adaptive observer and the control law are proposed,
and the convergence of the estimation error and
stabilization of the overall system are investigated
respectively.
3 ADAPTIVE OBSERVER DESIGNED BASED ON
THE SLIDING MODE SCHEME
In this section, an adaptive observer is proposed
based on the sliding mode scheme for the stochastic
system in (1) to reconstruct the system states from
the measural output of the system y(t) and the
convergence of the estimation error is investigated.
3.1 Design of the observer
The following adaptive observer is designed based
on the sliding mode scheme for reconstructing the
states of system (1) from measurement y(t)
dx^ðt Þ~ðAx^ðt ÞzBuðt Þzf1 ðx^ðt Þ, t ÞÞdt
zKo ðy ðt Þ{Cx^ðt ÞÞdt
zso ðx^ðt Þ, y ðt Þ, ^gi ðt ÞÞdt ð4Þ
with the general sliding mode gain
X
N
so ðx^ðt Þ, y ðt Þ, ^gi Þ~P{1 CT ^gi ðt Þri ðy ðt Þ, t Þ
i~0
ð5Þ
kky ðt Þ{Cx^ðt Þk{wðt Þk
Proc. IMechE Vol. 222 Part I: J. Systems and Control Engineering
684 F Qiao, Q M Zhu, J Liu, and F Zhang

where w : R+ R R+ is designed as dynamics can be obtained as

! deðt Þ~Ao eðt Þdtz½f 1 ðx ðt ÞÞ{f 1 ðx^ðt ÞÞdt
X
N
wðt Þ~h_ 1 ðt Þh2 gi ðt Þri ðt, y Þ
^ ð6Þ z½f 2 ðx, t Þ{so dtzg dH
i~0
where
Here, the functions h1(t) and h2(t) satisfy the h i
following design conditions. g~ g x {K o g y and H~½v w T

Condition 1 Consider the following positive definite Lyapunov

h1(t) M C1, h1(t) : R+ R R+ is such that supt[Rz h1 ðt Þv? function candidate
and supt[Rz h_ 1 ðt Þv0.
Vo ðe, ^gÞ~V1 ðeÞzV2 ð^gÞ
Condition 2 1X N
1
~eT Po ez ð^g {gÞ2 zh1 ðt Þ ð9Þ
0 + +
h2(t) M C , h2(t) : R R R is any function satisfying 2 i~1 qi i
th2(t) ( 0.5 for all t M R+.
P To analyse the behaviour of this stochastic differ-
The term {wðt Þ~{h_ 1 ðt Þh2 N
gi ðt Þri ðt, y Þ in
i~0 ^ ential equation, the infinitesimal generator, equation
the sliding mode gain in equation (5) functions as a
(9), is considered as follows
boundary layer that vanishes in time. The candidate
functions for h1(t) can be chosen as c1 e{c2 t , arccot LVo ðeðt Þ, ^gðt ÞÞ~e_ T ðt ÞPo eðt ÞzeT ðt ÞPo e_ ðt Þ
(t), c1/(t 2 c2), where c1, c2 . 0. The candidate func-
tions for h2(t) can be 0:5e{c3 t and 0.5/(t + c3), where X
N
1
z ~gi ðt Þ~g_ i ðt Þzh_ 1 ðt Þ ð10Þ
t M R+ and c3 . 0. The adaptation algorithm is based r
i~1 i
on the expected value of the estimation error as
where Po is a positive symmetric matrix satisfying
g_ i ðt Þ~2ri fkCeðt Þkgri ðt, y ðt ÞÞ
^
0 1 Po Ao zATo Po ~{Qo
B
B fky ðt Þ{Cx^ðt Þkg C
C for some symmetric positive matrix Qo (Qo ~QTo w0)
B1{ C
@ P
N A and ao is selected as a Lipschitz constant satisfying
ky ðt Þ{Cx^ðt Þk{h_ 1 ðt Þh2 ðt Þ gi ðt Þri ðt, y ðt ÞÞ
i~1 assumption 3.
ð7Þ
(7) Taking (9) into equation (10), the equation can be
found as follows
where ri is the adaptation rate, which is a positive
constant to be designed. 
LVo ðeðt Þ, ^gðt ÞÞ~ Ao eðt Þz½f 1 ðx ðt ÞÞ{f 1 ðx^ðt ÞÞ

3.2 Convergence of the observer z½f 2 ðx ðt Þ, t Þ{so ðx^ðt Þ, y ðt Þ, t ÞzgH Po eðt Þ

Now, the convergence of the observer designed based zeT ðt ÞPo Ao e ðt Þz½f 1 ðx ðt ÞÞ{f 1 ðx^ðt ÞÞ

on the adaptive sliding mode scheme in (4) is z½f 2 ðx ðt Þ, t Þ{so ðx^ðt Þ, y ðt Þ, t ÞzgH
investigated, with the following theorem concluded.
X
N
1
z ~gi ðt Þ~g_ i ðt Þzh_ 1 ðt Þ
Theorem 1 r
i~1 i

If Assumptions 1, 2, and 3 hold, the adaptive observer ~{eT ðt ÞQo eðt Þ

based on the sliding mode scheme designed in (4)
for system (1) converges in probability to a small z½f 2 ðx ðt Þ, t Þ{Sc ðx^ðt Þ, y ðt Þ, t ÞT
spherical region at the equilibrium state for a small Po eðt ÞzeT ðt ÞPo
deviation with the adaptation algorithm (7).
½f 2 ðx ðt Þ, t Þ{so ðx^ðt Þ, y ðt Þ, t Þ
Proof. The observation error is defined as zHT g T Po eðt ÞzeT ðt ÞPo gH
eðt Þ~x ðt Þ{x^ðt Þ ð8Þ X
N
1
z ~gi ðt Þ~g_ i ðt Þzh_ 1 ðt Þ
According to the definition of the observation error r
i~1 i
(8) and equations (1) and (4), the observation error ð11Þ

Proc. IMechE Vol. 222 Part I: J. Systems and Control Engineering JSCE585 F IMechE 2008
 Adaptive observer-based non-linear stochastic system control 685

Taking (2), (3), (5), and (6) into (11) gives the According to the design conditions 1 and 2, it is
following inequality known that the last two terms on the right-hand side
of the above inequality is negative. Thus,
gðt ÞÞ¡{eT ðt ÞQo eðt Þz2
lðPÞakeðt Þk2
LVo ðeðt Þ, ^ LVo ðe, ^gÞ¡LV1 ðeÞ
z2
lðP o Þkeðt Þkðkb1 ks1 zKo kb2 ks2 Þ
" and
X
N
z P{1
o C
T
gi ðt Þri ðt, y ðt ÞÞ  
i~1 LV1 ðeðt ÞÞ¡{ lðQo Þ{2ao
lðPo Þ keðt Þk2
3T
T P
N z2
lðPo Þkeðt Þkðkb1 ks1 zKo kb2 ks2 Þ
P{1
o C gi ðt Þri ðt, y ðt ÞÞðy ðt Þ{Cx^ðt ÞÞ 7
i~1 7
{ 7
P
N 5 and thus
ky ðt Þ{C ^xðt Þk{h_ 1 ðt Þh2 ðt Þ gi ðt Þri ðt, y ðt ÞÞ
i~1

Po eðt Þ V1 ðeðt ÞÞ~eT ðt ÞPo eðt Þ¢lðPo Þkeðt Þk2

"
X
N
T
zeT ðt ÞPo P{1
o C gi ðt Þri ðt, y ðt ÞÞ
i~1
and
3
P
N
P{1
o C
T
gi ðt Þri ðt, y ðt ÞÞðy ðt Þ{Cx^ðt ÞÞ
7 V1 ðeðt ÞÞ¡
lðPo Þkeðt Þk2
i~1 7
{ 7
P
N 5
ky ðt Þ{Cx^ðt Þk{h_ 1 ðt Þh2 ðt Þ gi ðt Þri ðt, y ðt ÞÞ
i~1 Then, the following inequality can be obtained
X
N
1  
z ~g ðt Þ^g_ i ðt Þzh_ 1 ðt Þ
r i LV1 ðeðt ÞÞ¡{ lðQo Þ{2a
lðPo Þ keðt Þk2
i~1 i
 
¡{ lðQo Þ{2a
lðPo Þ keðt Þk2 z2
lðPo Þkeðt Þkðkb1 ks1 zKo kb2 ks2 Þ
z2
lðPo Þkeðt Þkðkb1 ks1 zKo kb2 ks2 Þ   V1 ðe ðt ÞÞ
¡{ lðQo Þ{2a
lðPo Þ
X
N lð P o Þ
z2 fkCeðt Þkg gi ðt Þri ðt, y ðt ÞÞ qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
i~1
0 1 z2 V1 ðeðt ÞÞ
lðPo Þðkb1 ks1 zKo kb2 ks2 Þ
B fky ðt Þ{Cx^ðt Þkg C
B C
B1{ C Let
@ _ P
N A
^
ky ðt Þ{C x ðt Þk{h1 ðt Þh2 ðt Þ gi ðt Þri ðt, y ðt ÞÞ
i~1

X
N lðQo Þ{2a
lðPo Þ
z
1
ð^gi ðt Þ{gi ðt ÞÞ^g_ i ðt Þzh_ 1 ðt Þ
A1 ~
r lðPo Þ
i~1 i
(12)
ð12Þ
and
qffiffiffiffiffiffiffiffiffiffiffiffi
The above inequality is derived from the fact that for B1 ~2
lðPo Þðkb ks1 zKo kb ks2 Þ
1 2
a positive definite matrix M, the following relation-
ship results as
Then
lðMÞkx kky k¡x My¡
T
lð M Þ kx kky k
fV1 ðeðt Þg¡
1  pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi 2
Applying the adaptation algorithm (7) to the above A1 V ðeðt0 ÞÞ{B1 exp{ðA=2Þt zB1 , t¢0
inequality (12) we can get A21
 
gðt ÞÞ¡{ lðQo Þ{2a
lðPo Þ keðt Þk2
LVo ðeðt Þ, ^ The steady system state estimate error is obtained as
z2
lðPo Þkeðt Þkðkb1 ks1 zKo kb2 ks2 Þzh_ 1 ðt Þ
h n oi B2
|2
X
N
^gi ðt Þ ðCeðt ÞÞri ðt, y ðt ÞÞ
lim sup keðt Þk2 ¡l{1 ðPo Þ 21
t?? A1
i~1
2 3
6 ðy ðt Þ{Cx^ðt ÞÞ 7 This means that the estimation of the proposed
6 7
61{ 7 adaptive observer has a mean-square exponential
4 P
N 5
ky ðt Þ{Cx^ðt Þk{h_ 1 ðt Þh2 ðt Þ gi ðt Þri ðt, y ðt ÞÞ
i~1
ultimately bounded estimation error.

JSCE585 F IMechE 2008 Proc. IMechE Vol. 222 Part I: J. Systems and Control Engineering
686 F Qiao, Q M Zhu, J Liu, and F Zhang

4 CONTROLLER DESIGNED BASED ON THE

SLIDING MODE SCHEME rðt Þ~
ðGBÞ{1 G
½kax^ðt ÞkzkKo Cx^ðt Þk






The aim of this paper is to design a controller z
ðGBÞ{1 GKo y ðt Þ

synthesized on the estimated states, which are





obtained from the adaptive observer discussed in z
ðGBÞ{1 Gso ðx^ðt Þ, y ðt Þ, ^gi ðt ÞÞÞ
ð15Þ
the last section to stabilize the stochastic system
dynamics (1) in the Itô differential equation.
and c is a small positive constant.

4.1 Sliding mode controller
The sliding function is designed as
sc ðt Þ~sðt ÞzGx^ðt Þ
where ds(t) 5 (GBKcx̂(t) 2 GAx̂(t))dt, G is selected
so that GB is non-singular, Kc is the coefficient
matrix that is chosen so that A 2 BKc satisfies
the Hurwitz condition, x̂(t) is the estimated state
vector obtained from (4), and sc 5 0 is the sliding
surface.
Definition 3
For the non-linear stochastic system in (1):
Theorem 2
Suppose that the sliding function is designed in (13)
and the sliding mode control law in (14). The state
trajectories of the observer dynamics (4) can be
ð13Þ driven on the sliding surface sc(t) 5 0 in finite time
and remain there in subsequence time.
Proof. From (13) and (4), it can be found that
dsc ðt Þ~dsðt ÞzGdx^ðt Þ
~ðGBKc x^ðt Þ{GAx^ðt ÞÞdt
zG½Ax^ðt ÞzBuðt Þzf1 ðx^ðt Þ, t ÞÞ
zKo ðy ðt Þ{Cx^ðt ÞÞzso ðx^ðt Þ, y ðt Þ, ^
gi ðt ÞÞdt
~½GBKc x^ðt ÞzGBuðt ÞzGf1 ðx^ðt Þ, t Þ
zGKo ðy ðt Þ{Cx^ðt ÞÞzGso ðx^ðt Þ, y ðt Þ, ^
gi ðt ÞÞdt

(a) The sliding surface sc 5 0 is reachable if there Let V3 ðt Þ~ 12 sTc ðGBÞ{1 sc ; the infinitesimal generator
exists finite time T . 0 such that {Isc(t)I} 5 0 is then considered as follows
and {Isc(t)I2} 5 0 when t 2 t0 5 T for any
x(t0) 5 x0. LV3 ðt Þ~sTc ðGBÞ{1 s_ c
(b) The sliding surface sc 5 0 is subordinated reach-
~sTc ðGBÞ{1 ½GBKc x^ðt Þ
able if there exists finite time
n T .o0 such that
{Is c (t)I} 5 0 and lim ksc ðt Þk2 ~0 when zGBð{csc ðt Þ{Kc x^ðt Þ{rðt Þsgnðsc ðt ÞÞÞ
t??
t 2 t0 5 T for any x(t0) 5 x0. zGðf 1 ðx^ðt Þ, t ÞzKo ðy ðt Þ{Cx^ðt ÞÞ

For the stochastic system in (1), the sliding surface zso ðx^ðt Þ, y ðt Þ, ^gi ðt ÞÞÞ
still satisfies sc(0) 5 0, but sc(x(t)) is continuously ~{csTc sc ðt Þ{rðt ÞsTc sgnðsc ðt ÞÞ
excited by stochastic signals with the system states,
and so the extent of reachability should be described zsTc ðGBÞ{1 Gðf 1 ðx^ðt Þ, t ÞzKo ðy ðt Þ{Cx^ðt ÞÞ
in the sense of norm means or norm square means zso ðx^ðt Þ, y ðt Þ, ^gi ðt ÞÞÞ
of sc(x(t)). Hence, it is said that the sliding mode is
reachable in probability if the system starts from any ¡{csTc sc ðt Þ{rðt Þksc k1
initial states x(t0) 5 x0. There exists finite time T . 0, 





if t 2 t0 . T satisfies the condition {sc(t)} 5 0 or z
ðGBÞ{1 G
½kax^ðt ÞkzkKo Cx^ðt Þk
{Isc(t)I2} 5 0.





z
ðGBÞ{1 GKo y ðt Þ

The controller law is constructed based on the
estimate x̂(t) as





z
ðGBÞ{1 Gso ðx^ðt Þ, y ðt Þ, ^gi ðt ÞÞ
ksc k
ð16Þ
uðt Þ~{csc ðt Þ{Kc x^ðt Þ{rðt Þsgnðsc ðt ÞÞ ð14Þ
Then

where the switching gain r(t) is designed as LV3 ðt Þ¡{cksc ðt Þk2 v0, for ksc ðt Þk=0 ð17Þ

Proc. IMechE Vol. 222 Part I: J. Systems and Control Engineering JSCE585 F IMechE 2008
 Adaptive observer-based non-linear stochastic system control 687

The above inequality (17) is derived by taking (15) be stabilized and asymptotically stable in probability
into (16) and employing the fact that IscI ( IscI1. in the bounded region of the equilibrium x(t) 5 0.
Following the fact that {LV(x)} , 0 for sc ? 0, it
can n be obtained
o that lim f ksc ðt Þkg~0 and Proof. The stochastic Lyapunov candidate function
t??
lim ksc ðt Þk2 ~0. This implies that with the sliding is chosen as
t??
mode control law in (13), the sliding surface is
1
reachable and the state trajectories of the observer Vc ðx ðt ÞÞ~ x^T Pc x^
2
dynamics (4) can be driven on to the sliding
manifold sc(t) 5 0 in finite time and remain there in where Pc is a positive symmetric matrix satisfying
subsequent time. This completes the proof of the
theorem. Pc Ac zATc Pc ~{Qc
According to the sliding mode theory, it follows
from ṡc(t) 5 0 that the equivalent control law can be for some symmetric positive matrix Qc (Qc ~QTc w0).
obtained as Using the Itô formula, it can be found that

ueq ðt Þ~{Kc x^ðt Þ{ðGBÞ{1 GKo ðy ðt Þ{C x^ðt ÞÞ LVc ðx ðt ÞÞ~x^T Pc x^_ zx^_ T Pc x^

{ðGBÞ{1 Gðf 1 Þðx^ðt Þ, t Þ ~x^T Pc ½Ac x^ðt ÞzKc ðy{Cx^ðt ÞÞ

zso ðx^ðt Þ, y ðt Þ, ^
gi ðt ÞÞÞ {BðGBÞ{1 GKc ðy{Cx^ðt ÞÞ

zf1 ðx^ðt Þ, t Þ{BðGBÞ{1 Gf1 ðx^ðt Þ, t Þ

and the sliding mode dynamics in the state estima-
tion space can be obtained as zso ðx^ðt Þ, y ðt Þ, ^gi ðt ÞÞ
i
dx^ðt Þ~ ðAc x^ðt ÞzKc ðy{Cx^ðt ÞÞ {BðGBÞ{1 Gso ðx^ðt Þ, y ðt Þ, ^gi ðt ÞÞ

{BðGBÞ{1 GKc ðy{Cx^ðt ÞÞ z½Ac x^ðt ÞzKc ðy{Cx^ðt ÞÞ

zf ðx^ðt Þ, t Þ{BðGBÞ{1 Gf ðx^ðt Þ, t Þ {BðGBÞ{1 GKc ðy{Cx^ðt ÞÞ
gi ðt ÞÞ{BðGBÞ{1
zso ðx^ðt Þ, y ðt Þ, ^ zf 1 ðx^ðt Þ, t Þ{BðGBÞ{1 Gf 1 ðx^ðt Þ, t Þ
Gso ðx^ðt Þ, y ðt Þ, ^
gi ðt ÞÞÞdt zso ðx^ðt Þ, y ðt Þ, ^gi ðt ÞÞ{BðGBÞ{1

~Ac x^ðt Þdtz I{BðGBÞ{1 G Gso ðx^ðt Þ, y ðt Þ, ^gi ðt ÞÞT Pc x^

½Kc ðy{Cx^ðt ÞÞzf ðx^ðt Þ, t Þ ~x^T Pc Ac x^ðt Þzx^T ATc Pc x^ðt Þ


zso ðx^ðt Þ, y ðt Þ, ^gi ðt ÞÞdt zx^T Pc I{BðGBÞ{1 G Kc ðy{Cx^ðt ÞÞ
"  #
T
4.2 Stability analysis of overall closed-loop zðy{C x^ðt ÞÞT K Tc I{GT ðGBÞ{1 BT Pc x^
systems

It will be concluded that the overall closed loop of zx^T Pc I{BðGBÞ{1 G f 1 ðx^ðt Þ, t Þ
the stochastic system in (1) can be asymptotically "  #
T
stabilized in probability with the controller designed T T
zf 1 ðx^ðt Þ, t Þ I{G ðGBÞ {1 T
B Pc x^
in (14) based on the estimated states in (4).

The following theorem shows that the sliding zx^T Pc I{BðGBÞ{1 G so ðx^ðt Þ, y ðt Þ, ^
gi ð t Þ Þ
motion of the sliding function designed in (13) is
reachable in stochastic theory. zsTo ðx^ðt Þ, y ðt Þ, ^gi ðt ÞÞ
"  #
T
T {1 T
Theorem 3 I{G ðGBÞ B Pc x^
Consider the system in (1) that satisfies Assumptions
¡{lðQc Þkx^k2
1, 2, and 3. The system state vector is not completely


measurable and is estimated by the ASMO proposed


zac
I{BðGBÞ{1 G

lðPc Þkx^k2 zec
in (4), the sliding manifold is designed by (13), and
the control law is designed by (14). The system can

JSCE585 F IMechE 2008 Proc. IMechE Vol. 222 Part I: J. Systems and Control Engineering
688 F Qiao, Q M Zhu, J Liu, and F Zhang

where ac is the Lipschitz constant satisfying Assump- and sw 5 0.01 respectively. Both f1(x(t)) and f2(t)
tion 3 and ec is a small positive constant proportional satisfy Assumption 2 and f1(x(t))|x 5 0 5 0.
to bound the estimation error of the observer The observer is designed as follows. The observer
designed in section 3. gain Ko is chosen as KTo ~½5,100,0:1 to meet the
Similar to the discussion in section 3 about the requirement of Assumption 1. The positive definite
convergence of the observer, it can be concluded matrix Qo is selected as
that if Qc and G are suitably designed, then the 2 3
globally asymptotic stability in probability of the 15 0 0
6 7
overall closed-loop uncertain stochastic system in Q o ~4 0 10 05
(1) can be guaranteed by the control law in (15). This 0 0 5
completes the proof of the theorem.
Thus Po ~PTo w0 can be obtained as
2 3
5 SIMULATION STUDIES 0:377 0:0308 {0:0003
6 7
Po ~4 0:0308 2:7815 0:0069 5
In order to verify the effectiveness of the proposed {0:0003 0:0069 2
control strategy, a simulation study is made for
stabilization of the non-linear stochastic system in The eigenvalues of Po and Qo are [0.4534 1.0332
the presence of excessive uncertainties and pollution 11.0261] and [15 10 5] respectively. The Lipschitz
by noises. The system dynamics of an uncertain $
constant is selected as a 5 0.9 (v12 lðQo Þ
lðPo Þ) and
stochastic system in the Itô differential equation
with the measurable output is as follows 1 0:5
h1 ðt Þ~ , h2 ðt Þ~ , ri ~50
1zt 1zt
dx1 ðt Þ~4x2 ðt Þdtz2 cosð10pt Þdtzdvðt Þ
dx2 ðt Þ~2x3 ðt Þdt{x1 ðt Þx3 ðt Þdtzdvðt Þ The sliding function is designed as

dx3 ðt Þ~{2x1 ðt Þdt{2x2 ðt Þdt{6x3 ðt Þdt sc ðt Þ~sðt ÞzGx^ðt Þ

zx1 ðt Þx2 ðt Þdtz2uðt Þdtzdvðt Þ with dsðt Þ~ðGBKc x^ðt Þ{GAx^ðt ÞÞdt
and
where Kc is designed as Kc 5 [2 50 1] and G 5 [0 1
dy ðt Þ~x1 ðt Þdtzdwðt Þ 0.1].
The controller is designed as
The above system is formulated to the same form in
(1) with uðt Þ~{csc ðt Þ{Kc x^ðt Þ{rðt Þsgnðsc ðt ÞÞ

2 3 2 3 where c 5 5. The simulation period T is set to T 5 4 s

0 4 0 0
6 7 6 7 and the sampling rate is Dt 5 0.002 s. In order to
A~6
4 0 0 2 7
5, B~6 7
4 0 5, C~½ 1 0 0 eliminate or attenuate the chattering effect aroused
{2 {2 {6 2 by pure SMC strategy, a think boundary layer in
adopted in the control law in (14) by replacing
f ðx ðt Þ, t Þ~f 1 ðx ðt ÞÞzf 2 ðt Þ
sgn(sc(t)) with sc(t)/(Isc(t)I + 0.01).
2 3 2 3
0 2 cosð10pt Þ The trajectories of the system states under the
6 7 6 7 SMC law in (14) are shown in Fig. 1(a) and the
~6 7 6
4 {x1 ðt Þx3 ðt Þ 5z4 0 7
5 trajectories of the estimation error of the ASMO are
x1 ðt Þx2 ðt Þ 0 shown in Fig. 1(b). Figures 2(a) and (b) show the
2 3 trajectory of the sliding scalar and the control input.
1 0 0
6 7 It can be seen from Figs 1 and 2 that the reachability
g 1 ðx ðt ÞÞ~6 4 0 1 0 5,
7 g 2 ðx ðt ÞÞ~½1 of the sliding surface sc(t) 5 0 can be guaranteed and
0 0 1 the overall closed-loop system is globally asympto-
tically stable in probability. Also, in Fig. 1(b), the
and v(t) 5 [v1(t) v2(t) v3(t)]T and w(t) are Gaussian effectiveness of the adaptive observer is numerically
white noises with variances sv1 5 sv2 5 sv3 5 0.002 verified.

Proc. IMechE Vol. 222 Part I: J. Systems and Control Engineering JSCE585 F IMechE 2008
 Adaptive observer-based non-linear stochastic system control 689

Fig. 1 The trajectories of system states and the estimation errors

6 CONCLUSIONS controller. An adaptive sliding mode observer is

This study has contributed to some challenging
issues in control of non-linear stochastic systems.
The sliding mode mechanism has been properly
referred to accommodate the unmeasurable (but
observable) system states and therefore to design the
designed to reconstruct the unmeasured system
states with measurable output, and a sliding mode
control law is constructed by synthesizing the esti-
mated system states from the observer. The conver-
gence of the ASMO design is proved and its estimation
error is mean-square exponential ultimately bounded.

Fig. 2 The trajectory of the sliding function and the control input

JSCE585 F IMechE 2008 Proc. IMechE Vol. 222 Part I: J. Systems and Control Engineering
690 F Qiao, Q M Zhu, J Liu, and F Zhang
The overall closed-loop non-linear stochastic systems
can be guaranteed to be globally asymptotically
stabilized in probability with the design strategy.
In summary, the design procedure has been well
justified from the demands of application back-
ground, concept development, mathematical deriva-
tion and proof, tool development and integration,
and simulation bench tests. Obviously this is a
promising procedure to be applied to a wide range
of practical operations. Additionally this theoretical–
algorithm–simulation study will advance the inves-
tigations on complex system control and coordina-
tion. Therefore the contributions will go to both
academia and industry.
ACKNOWLEDGEMENT
The authors are grateful to the editor and the
anonymous reviewers for their helpful comments
and constructive suggestions with regard to the
revision of the paper. They would also like to thank
the Ministry of Housing and Urban-Rural Develop-
ment, China for its support (2008-K2-18).
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