Stability and stabilization of nonlinear discrete‐time stochastic systems
Stability and stabilization of nonlinear discrete‐time stochastic systems
复制标题
非线性离散时间随机系统的稳定性和稳定性
DOI：
10.1002/rnc.4733
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发表时间：
2019
影响因子：
3.9
通讯作者：
Weihai Zhang
中科院分区：
文献类型：
--
作者：
Xiushan Jiang;Senping Tian;Tianliang Zhang;Weihai Zhang
本文主要研究非线性离散时间随机系统的局部/全局渐近稳定性和概率稳定性。首先，对于更一般的随机差分系统，获得了关于概率的局部和全局渐近稳定性的两个非常有用的结果，可以将其视为连续时间 Itô 系统的离散版本。然后，对于一类准线性离散时间随机控制系统，研究了状态反馈和输出反馈渐近镇定，并用线性矩阵不等式给出了充分条件。给出了两个仿真例子来说明我们主要结果的有效性。
This paper mainly studies the locally/globally asymptotic stability and stabilization in probability for nonlinear discrete‐time stochastic systems. Firstly, for more general stochastic difference systems, two very useful results on locally and globally asymptotic stability in probability are obtained, which can be viewed as the discrete versions of continuous‐time Itô systems. Then, for a class of quasi‐linear discrete‐time stochastic control systems, both state‐ and output‐feedback asymptotic stabilization are studied, for which, sufficient conditions are presented in terms of linear matrix inequalities. Two simulation examples are given to illustrate the effectiveness of our main results.