Huang, L. ; Hjalmarsson, H. ; Koeppl, H. (2015)
Almost sure stability and stabilization of discrete-time stochastic systems.
In: Systems & Control Letters, 82
Artikel, Bibliographie
Kurzbeschreibung (Abstract)
As is well known, noise may play a stabilizing or destabilizing role in continuous-time systems. But, for analysis and design of discrete-time systems, noise is treated as disturbance in the literature. This paper studies almost sure stability of general nn-dimensional nonlinear time-varying discrete-time stochastic systems and presents a criterion based on a numerical result derived from Higham (2001), which exploits the stabilizing role of noise in discrete-time systems. As an application of the established results, this paper proposes a novel controller design method for almost sure stabilization of linear discrete-time stochastic systems. The effectiveness of the proposed design method is verified with an example (an aircraft model subject to state-dependent noise), to which the existing results do not apply.
| Typ des Eintrags: | Artikel |
|---|---|
| Erschienen: | 2015 |
| Autor(en): | Huang, L. ; Hjalmarsson, H. ; Koeppl, H. |
| Art des Eintrags: | Bibliographie |
| Titel: | Almost sure stability and stabilization of discrete-time stochastic systems |
| Sprache: | Englisch |
| Publikationsjahr: | 1 August 2015 |
| Titel der Zeitschrift, Zeitung oder Schriftenreihe: | Systems & Control Letters |
| Jahrgang/Volume einer Zeitschrift: | 82 |
| URL / URN: | http://www.sciencedirect.com/science/article/pii/S0167691115... |
| Kurzbeschreibung (Abstract): | As is well known, noise may play a stabilizing or destabilizing role in continuous-time systems. But, for analysis and design of discrete-time systems, noise is treated as disturbance in the literature. This paper studies almost sure stability of general nn-dimensional nonlinear time-varying discrete-time stochastic systems and presents a criterion based on a numerical result derived from Higham (2001), which exploits the stabilizing role of noise in discrete-time systems. As an application of the established results, this paper proposes a novel controller design method for almost sure stabilization of linear discrete-time stochastic systems. The effectiveness of the proposed design method is verified with an example (an aircraft model subject to state-dependent noise), to which the existing results do not apply. |
| Freie Schlagworte: | Almost sure stability; Stochastic difference equations; Discrete-time systems; State-feedback stabilization; Gaussian distribution |
| Fachbereich(e)/-gebiet(e): | 18 Fachbereich Elektrotechnik und Informationstechnik 18 Fachbereich Elektrotechnik und Informationstechnik > Institut für Nachrichtentechnik > Bioinspirierte Kommunikationssysteme 18 Fachbereich Elektrotechnik und Informationstechnik > Institut für Nachrichtentechnik |
| Hinterlegungsdatum: | 01 Jun 2015 09:50 |
| Letzte Änderung: | 23 Sep 2021 14:31 |
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