A passive system approach to feedback stabilization of nonlinear control stochastic systems

被引：59

作者：

Florchinger, P

机构：

[1] F 57160 Moulins les Metz

来源：

SIAM JOURNAL ON CONTROL AND OPTIMIZATION | 1999年 / 37卷 / 06期

关键词：

stability in probability; control stochastic differential equation; smooth state feed-back law; passive stochastic system;

D O I：

10.1137/S0363012997317478

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

The purpose of this paper is to provide sufficient conditions for asymptotic stabilization in probability of nonlinear control stochastic differential systems by means of smooth state feedback laws. In particular, we prove that, as in the case of stochastic differential systems affine in the control, one can compute stabilizing feedback laws provided the unforced stochastic differential system is Lyapunov stable in probability and some rank conditions are fulfilled. Some well-known stabilization results for stochastic differential systems affine in the control proved in the literature are extended to nonaffine nonlinear control stochastic differential systems.

引用

页码：1848 / 1864

页数：17

共 18 条

[1]

BOULANGER C, UNPUB OUTPUT FEEDBAC

[2] PASSIVITY, FEEDBACK EQUIVALENCE, AND THE GLOBAL STABILIZATION OF MINIMUM PHASE NONLINEAR-SYSTEMS [J].