Stabilisation in distribution of hybrid stochastic differential equations by feedback control based on discrete-time state observations
Stabilisation in distribution of hybrid stochastic differential equations by feedback control based on discrete-time state observations
复制标题
基于离散时间状态观测的反馈控制稳定混合随机微分方程的分布
DOI：
10.1016/j.automatica.2022.110210
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发表时间：
2022
期刊：
影响因子：
6.4
通讯作者：
Xuerong Mao
中科院分区：
文献类型：
--
作者：
Xiaoyue Li;Wei Liu;Qi Luo;Xuerong Mao
提出了基于离散状态观测的混合随机系统的反馈镇定的新概念。这是设计一个控制器来稳定不稳定的系统，使得解过程的分布趋于概率分布。此外，还考虑了离散时间状态观测，使控制器的设计更具有实用性。证明了分布型混合随机系统的镇定定理。得到了两个连续状态观测之间的持续时间的下界。通过设计结构实例中的反馈控制，演示了定理的实现，并为用户提供了易于使用的规则。数值例子进行了讨论，以说明理论结果。
A new concept of stabilisation of hybrid stochastic systems in distribution by feedback controls based on discrete-time state observations is initialised. This is to design a controller to stabilise the unstable system such that the distribution of the solution process tends to a probability distribution. In addition, the discrete-time state observations are also taken into consideration to make the design of the controller more practical. Theorems on the stabilisation of hybrid stochastic systems in distribution are proved. The lower bound of the duration between two consecutive state observations is obtained. The implementation of theorems are demonstrated by designing the feedback controls in the structure cases and easy-to-rules are provided for the user. Numerical examples are discussed to illustrate the theoretical results.