Digital design of combined PI and state feedback controller for non-linear stochastic systems

Han Qin Zhou, Leang San Shieh, Ce Richard Liu, Qing Guo Wang

Research output: Contribution to journalArticlepeer-review


In this paper, a combined Proportional-Integral (PI) and state feedback linear discrete control scheme is proposed for non-linear stochastic systems. The state-dependent optimal linear model of the original non-linear plant is first constructed from system state feedback at each sampling period, then the discrete linear quadratic regulator approach with pole placement is applied to issue and update controller settings. If the system is under stochastic process noise, the innovation form of Kalman gain can be employed for optimal states estimation without requiring prior knowledge of noise properties. Stability conditions for sampled-data non-linear systems are addressed in discrete-time analysis. The effectiveness of the proposed method will be demonstrated by the simulation examples of both single-input single-output and multi-input multi-output non-linear processes.

Original languageEnglish
Pages (from-to)305-322
Number of pages18
JournalIMA Journal of Mathematical Control and Information
Issue number3
Publication statusPublished - 2008
Externally publishedYes


  • Linear model
  • Multivariable system
  • Non-linear process
  • PI controller
  • Stochastic disturbance

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Control and Optimization
  • Applied Mathematics


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