Attaining Mean Square Boundedness of a Marginally Stable Stochastic Linear System With a Bounded Control Input

被引：24

作者：

Ramponi, Federico ^{[1
]}

Chatterjee, Debasish ^{[1
]}

Milias-Argeitis, Andreas ^{[1
]}

Hokayem, Peter ^{[1
]}

Lygeros, John ^{[1
]}

机构：

[1] ETL I28 ETH Zurich, Automat Control Lab, CH-8092 Zurich, Switzerland

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 2010年 / 55卷 / 10期

基金：

瑞士国家科学基金会;

关键词：

Bounded controls; linear systems; stochastic stability; DISCRETE-TIME-SYSTEMS; STABILIZATION; SUBJECT; SATURATION;

D O I：

10.1109/TAC.2010.2054850

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 construct control policies that ensure bounded variance of a noisy marginally stable linear system in closed-loop. It is assumed that the noise sequence is a mutually independent sequence of random vectors, enters the dynamics affinely, and has bounded fourth moment. The magnitude of the control is required to be of the order of the first moment of the noise, and the policies we obtain are simple and computable.

引用

页码：2414 / 2418

页数：5

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