Mean square stability criteria for stochastic feedback systems
Mean square stability criteria for stochastic feedback systems
复制标题
随机反馈系统的均方稳定性准则
DOI：
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发表时间：
1973
期刊：
影响因子：
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通讯作者：
J. Willems
中科院分区：
文献类型：
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作者：
J. Willems
本文给出了一类含乘性白色噪声的随机反馈系统的稳定性判据，并对连续时间系统和离散时间系统进行了讨论。均方稳定性通过李雅普诺夫理论推导出;李雅普诺夫函数通过李雅普诺夫方程，路径积分技术，和卡尔曼-雅科博维特引理。讨论了与确定性反馈系统的Routh-Hurtwitz条件和圆判据类似的结果。对白色噪声元素的不同解释（伊藤，Stratonovitch等）考虑了
Abstract In this paper several stability criteria are obtained for a class of stochastic feedback systems containing a multiplicative white noise element ; continuous time as well as discrete time systems are dealt with. Mean square stability properties are derived by means of Lyapunov theory ; the Lyapunov functions are generated by means of the Lyapunov equation, the path integral technique, and the Kalman-Yacoboviteh lemma. Results similar to the Routh-Hurtwitz conditions and the circle criteria for deterministic feedback systems are discussed. Different interpretations of the white noise element (Ito, Stratonovitch, etc.) are considered.