STUDY ON GENERAL STABILITY AND STABILIZABILITY OF LINEAR DISCRETE-TIME STOCHASTIC SYSTEMS

被引：25

作者：

Hou, Ting ^{[1
,2
]}

Zhang, Weihai ^{[1
]}

Chen, Bor-Sen ^{[3
]}

机构：

[1] Shandong Univ Sci & Technol, Coll Informat & Elect Engn, Qingdao 266510, Peoples R China

[2] Shandong Univ Sci & Technol, Coll Sci, Qingdao 266510, Peoples R China

[3] Natl Tsing Hua Univ, Dept Elect Engn, Hsinchu 30013, Taiwan

来源：

ASIAN JOURNAL OF CONTROL | 2011年 / 13卷 / 06期

基金：

中国国家自然科学基金;

关键词：

Spectrum technique; generalized LMI regions; D-R-stability; D(0; alpha; beta)-stability; second-order moment Lyapunov exponent; DEPENDENT NOISE; STATE; CONSTRAINTS; ASSIGNMENT;

D O I：

10.1002/asjc.238

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

With the aid of spectrum technique, a new concept called "D(0,alpha)stabilizability" (0 < alpha <= 1) is introduced, for which a necessary and sufficient condition is also proposed via a linear matrix inequality (LMI)-based approach. Especially, D( 0, alpha)-stabilizability is identical with asymptotic mean square stabilizability when alpha = 1. A more general regional stability called "D-R-stability" is discussed extensively and some concrete examples are given. As applications, the relationship among D( 0, alpha; beta)-stability, the decay rate of the system state response and the second-order moment Lyapunov exponent L-e(2) is revealed.

引用

页码：977 / 987

页数：11

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