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

共 50 条

[31] Mean Square Asymptotic Analysis of Discretely Observed Hybrid Stochastic Systems by Feedback Control
Wei, Chao
Li, Xiaoyin
Zhang, Xiang
Liu, Zhaoqian
ENGINEERING LETTERS, 2020, 28 (03) : 880 - 886
[32] Mean square detectability of multi-output systems over stochastic multiplicative channels
Wu, Y. L.
Shen, Z. P.
Liu, Y.
IET CONTROL THEORY AND APPLICATIONS, 2012, 6 (06) : 796 - 802
[33] Mean Square Stabilization of Multi-Input Systems over Stochastic Multiplicative Channels
Xiao, Nan
Xie, Lihua
Qiu, Li
PROCEEDINGS OF THE 48TH IEEE CONFERENCE ON DECISION AND CONTROL, 2009 HELD JOINTLY WITH THE 2009 28TH CHINESE CONTROL CONFERENCE (CDC/CCC 2009), 2009, : 6893 - 6898
[34] Prescribed-Time Mean-Square Nonlinear Stochastic Stabilization
Li, Wuquan
Krstic, Miroslav
IFAC PAPERSONLINE, 2020, 53 (02): : 2195 - 2200
[35] Stochastic boundedness filter design for Markovian jump linear systems with guaranteed H filtering performance
Wang, Yuchao
Fu, Huixuan
Liu, Sheng
TRANSACTIONS OF THE INSTITUTE OF MEASUREMENT AND CONTROL, 2017, 39 (11) : 1696 - 1702
[36] Stabilization of Discrete-time Switched Linear Systems under Bounded States and Controls
Liu Jinjin
Wang Long
Li Zhiqiang
Jiang Zongcai
PROCEEDINGS OF THE 36TH CHINESE CONTROL CONFERENCE (CCC 2017), 2017, : 2432 - 2437
[37] Stochastic Bounded Real Lemma for Switched Stochastic Systems with Average Dwell Time
Ma, Hongji
Jia, Yingmin
Du, Junping
Matsuno, Fumitoshi
2014 IEEE 53RD ANNUAL CONFERENCE ON DECISION AND CONTROL (CDC), 2014, : 4216 - 4221
[38] Output Regulation of Linear Stochastic Systems With Unstable Linear Exogenous Systems
Ma, Ji
Yu, Xiao
Lan, Weiyao
Chen, Zhiyong
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2025, 70 (01) : 65 - 80
[39] Mean-square H∞ filtering for stochastic systems: Application to a 2DOF helicopter
Basin, Michael
Elvira-Ceja, Santiago
Sanchez, Edgar N.
SIGNAL PROCESSING, 2012, 92 (03) : 801 - 806
[40] Global stabilization of linear systems with bounded controls using state-dependent saturation functions
Zhou, Bin
Duan, Guangren
Kong, He
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2011, 24 (03) : 477 - 490

← 1 2 3 4 5 →