Stabilisation of stochastic systems with optimal decay rate
Stabilisation of stochastic systems with optimal decay rate
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DOI：
10.1049/iet-cta:20070044
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发表时间：
2008-01
影响因子：
2.6
通讯作者：
Jun‐e Feng;J. Lam;Shengyuan Xu;Zhan Shu
中科院分区：
文献类型：
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作者：
Jun‐e Feng;J. Lam;Shengyuan Xu;Zhan Shu
研究了连续时间随机系统的指数镇定问题。给出了连续时间随机系统指数稳定性的几个等价特征。研究了随机系统中算子的衰减率与谱横坐标之间的关系。在此基础上，设计了连续时间随机系统的最优控制器。最后，给出了一个实例来说明该方法。
The authors deal with the problem of exponential stabilisation for continuous-time stochastic systems. Several equivalent characterisations are presented for exponential stability of continuous-time stochastic systems. The relationship between decay rate and the spectral abscissa of an operator associated with a stochastic system is investigated. On the basis of this relationship, optimal controllers are designed for continuous-time stochastic systems. Finally, an example is provided to illustrate the method.