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Almost sure stability and stabilization of discrete-time stochastic systems

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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