Stabilization of Continuous-Time Switched Linear Stochastic Systems

被引：0
|
作者：
Huang, Ran [1 ]
Lin, Yan [1 ]
Lin, Zhongwei [2 ]
机构：
[1] Beihang Univ, Sch Automat, Beijing 100191, Peoples R China
[2] North China Elect Power Univ, State Key Lab Alternat Elect Power Syst Renewable, Beijing 102206, Peoples R China
来源：
2012 IEEE 51ST ANNUAL CONFERENCE ON DECISION AND CONTROL (CDC) | 2012年
关键词：
STABILITY;
D O I：
暂无
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 addresses the problem of characterizing a switching strategy for stabilization of switched linear stochastic systems with state-dependent noise. The strategy is based on the determination of a minimum dwell time. Sufficient conditions that assure exponential mean square stability and a guaranteed cost-to-go performance index are established by analyzing the time evolution of the second-order moment of the state and constructing a novel cross-monotonicity condition at the switching instants, respectively. Alternative conditions are derived for numerical implementations. The proposed method is illustrated by numerical simulations.
引用
收藏
页码：4745 / 4750
页数：6
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