Stabilization in Distribution by Delay Feedback Control for Hybrid Stochastic Differential Equations

被引:24
作者
You, Surong [1 ]
Hu, Liangjian [1 ]
Lu, Jianqiu [1 ]
Mao, Xuerong [2 ]
机构
[1] Donghua Univ, Dept Stat, Shanghai 201620, Peoples R China
[2] Univ Strathclyde, Dept Math & Stat, Glasgow G1 1XH, Lanark, Scotland
基金
英国工程与自然科学研究理事会;
关键词
Feedback control; Markov processes; Control systems; Delays; Asymptotic stability; Stability criteria; Symmetric matrices; Brownian motion; delay feedback control; Markov chain; stability in distribution; EXPONENTIAL STABILITY; SYSTEMS; CONTROLLABILITY;
D O I
10.1109/TAC.2021.3075177
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 article is concerned with the design of a feedback control based on past states in order to make a given unstable hybrid stochastic differential equation (SDE) to be stable in distribution (stabilization in distribution). This is the first article in this direction. Under the global Lipschitz condition on the coefficients of the given unstable hybrid SDE, we will show that the stabilization in distribution can be achieved by linear delay feedback controls. In particular, we discuss how to design feedback controls in two structure cases: state feedback and output injection.
引用
收藏
页码:971 / 977
页数:7
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