Tracking performance of PID for nonlinear stochastic systems

Abstract: In this paper, we will consider a class of continuous-time stochastic control systems with both unknown nonlinear structure and unknown disturbances, and investigate the capability of the classical proportional-integral-derivative(PID) controller in tracking time-varying reference signals. First, under some suitable conditions on system nonlinear functions, reference signals, and unknown disturbances, we will show that PID controllers can be designed to globally stabilize such systems and ensure the boundedness of the tracking error. Analytic design formulae for PID gain matrices are also provided, which only involve some prior knowledge of the partial derivatives of system structural nonlinear functions. Besides, it will be shown that the steady-state tracking error hinges on three critical factors: i) the change rate of reference signals and external disturbances; ii) the intensity of random noises; iii) the selection of PID gains, and can be made arbitrarily small by choosing PID gains suitably large. Finally, by introducing a desired transient process which is shaped from the reference signal, we will present a new PID tuning rule, which can guarantee both nice steady-state and superior transient control performances.