FEEDBACK STABILIZABILITY OF NONLINEAR STOCHASTIC-SYSTEMS WITH STATE-DEPENDENT NOISE

被引：30

作者：

GAO, ZY ^{[1
]}

AHMED, NU ^{[1
]}

机构：

[1] UNIV OTTAWA,DEPT ELECT ENGN,OTTAWA K1N 6N5,ONTARIO,CANADA

来源：

INTERNATIONAL JOURNAL OF CONTROL | 1987年 / 45卷 / 02期

关键词：

CONTROL SYSTEMS; NONLINEAR; -; Noise; Spurious Signal;

D O I：

10.1080/00207178708933764

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This paper deals with nonlinear stochastic systems with state-dependent noise. Based on the solution of the stochastic algebraic Riccati equation, sufficient conditions are derived which assure the existence of state feedback control laws such that the closed-loop system is locally and globally stable in probability.

引用

页码：729 / 737

页数：9

共 6 条

[1]

AHMED NU, 1979, OPTIMAL CONTROL STOC, V2

[2] STABILIZABILITY OF CERTAIN STOCHASTIC-SYSTEMS [J].

GAO, ZY ;

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INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 1986, 17 (08) :1175-1185

[3]

Hasminskii R. Z., 1980, STOCHASTIC STABILITY

[4]

Russell D. L., 1979, LECT NOTES PURE APPL, V43

[5] FEEDBACK STABILIZABILITY FOR STOCHASTIC-SYSTEMS WITH STATE AND CONTROL DEPENDENT NOISE [J].

WILLEMS, JL ;

WILLEMS, JC .

AUTOMATICA, 1976, 12 (03) :277-283

[6] ON A MATRIX RICCATI EQUATION OF STOCHASTIC CONTROL [J].

WONHAM, WM .

SIAM JOURNAL ON CONTROL, 1968, 6 (04) :681-+

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