Stabilization and destabilization of hybrid systems of stochastic differential equations

被引：248

作者：

Mao, Xuerong

Yin, G. George ^{[1
]}

Yuan, Chenggui

机构：

[1] Wayne State Univ, Dept Math, Detroit, MI 48202 USA

[2] Univ Strathclyde, Dept Stat & Modelling Sci, Glasgow G1 1XH, Lanark, Scotland

[3] Univ Coll Swansea, Dept Math, Swansea SA2 8PP, W Glam, Wales

来源：

AUTOMATICA | 2007年 / 43卷 / 02期

基金：

英国工程与自然科学研究理事会; 美国国家科学基金会;

关键词：

jump linear system; stochastic differential equation; Brownian motion; Markov chain; stationary distribution; stabilization;

D O I：

10.1016/j.automatica.2006.09.006

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 paper aims to determine whether or not a stochastic feedback control can stabilize or destabilize a given nonlinear hybrid system. New methods are developed and sufficient conditions on the stability and instability for hybrid stochastic differential equations are provided. These results are then used to examine stochastic stabilization and destabilization. (C) 2006 Elsevier Ltd. All rights reserved.

引用

页码：264 / 273

页数：10

共 35 条

[1]

[Anonymous], 1963, PROBABILITIES ALGEBR

[2]

Arnold L., 1972, Stochastic Differential Equations: Theory and Applications

[3] COMMAND AND CONTROL (C2) THEORY - A CHALLENGE TO CONTROL SCIENCE [J].