Probabilistic Robust Control Design of Polynomial Vector Fields

This paper presents a probabilistic approach to the design of robust controllers for nonlinear systems, in particular, polynomial vector fields in the presence of parametric uncertainty. The objective of the design is to minimize the system's probability of instability subject to the uncertainty described by statistical distributions. Based on the convexity property of a recently proposed stability criterion, which could be viewed as a dual to Lyapunov's second theorem, the probabilistic robust control problem for polynomial vector fields is formulated into a stochastic convex optimization problem. Stochastic gradient algorithms are used to search a generally parameterized nonlinear control law that minimizes the probability of instability.