On mean square boundedness of stochastic linear systems with bounded controls

被引：30

作者：

Chatterjee, Debasish ^{[1
]}

Ramponi, Federico ^{[2
]}

Hokayem, Peter ^{[2
]}

Lygeros, John ^{[2
]}

机构：

[1] Indian Inst Technol, Bombay 400076, Maharashtra, India

[2] ETH, Automat Control Lab, ETL 128, CH-8092 Zurich, Switzerland

来源：

SYSTEMS & CONTROL LETTERS | 2012年 / 61卷 / 02期

基金：

瑞士国家科学基金会;

关键词：

Stochastic control; Constrained control; Linear systems; STABILIZATION; FEEDBACK;

D O I：

10.1016/j.sysconle.2011.12.002

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

We start by summarizing the state of the art in stabilization of stochastic linear systems with bounded inputs and highlight remaining open problems. We then report two new results concerning mean-square boundedness of a linear system with additive stochastic noise. The first states that, given any nonzero bound on the controls, it is possible to construct a policy with bounded memory requirements that renders a marginally stable stabilizable system mean-square bounded in closed-loop. The second states that it is not possible to ensure mean-square boundedness in closed-loop with a bounded control policy for systems affected by unbounded noise and having at least one eigenvalue outside the unit circle. (C) 2011 Elsevier B.V. All rights reserved.

引用

页码：375 / 380

页数：6

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