Almost SureExponential Stabilizationof Stochastic Systems byState-FeedbackControl ⋆

Almost SureExponential Stabilizationof Stochastic Systems byState-FeedbackControl ⋆
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DOI：
10.1109/icmlc.2009.5212306
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发表时间：
2016
期刊：
World Academy of Science, Engineering and Technology, International Journal of Computer, Electrical, Automation, Control and Information Engineering
影响因子：
--
通讯作者：
Liangjian Hu;X. Mao
Liangjian Hu;X. Mao
中科院分区：
其他
文献类型：
--
作者：
Liangjian Hu;X. Mao

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到目前为止，一个主要的部分文献的稳定问题的随机系统一直致力于均方稳定。本文提出了一类新的设计控制器的准则，以使几乎必然稳定的随机系统，这是无法在均方意义下稳定。结果以线性矩阵不等式的形式表示，便于在实际中使用MATLAB语言进行检验。此外，本文中的控制结构不仅出现在漂移部分，而且还出现在底层随机系统的扩散部分。
So far, a major part of the literature on the stabilisation issues of stochastic systems has been dedicated to mean square stability. This paper develops a new class of criteria for designing a controller to stabilise a stochastic system almost surely which is unable to be stabilised in mean-square sense. The results are expressed in terms of linear matrix inequalities (LMIs) which are easy to be checked in practice by using MATLAB Toolbox. Moreover, the control structure in this paper appears not only in the drift part but also in the diffusion part of the underlying stochastic system.