Huang, L. and Hjalmarsson, H. and Koeppl, H. (2015):
Almost sure stability and stabilization of discrete-time stochastic systems.
In: Systems & Control Letters, 82, pp. 26-32. [Article]
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.
| Item Type: | Article |
|---|---|
| Erschienen: | 2015 |
| Creators: | Huang, L. and Hjalmarsson, H. and Koeppl, H. |
| Title: | Almost sure stability and stabilization of discrete-time stochastic systems |
| Language: | English |
| 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. |
| Journal or Publication Title: | Systems & Control Letters |
| Journal volume: | 82 |
| Uncontrolled Keywords: | Almost sure stability; Stochastic difference equations; Discrete-time systems; State-feedback stabilization; Gaussian distribution |
| Divisions: | 18 Department of Electrical Engineering and Information Technology > Institute for Telecommunications > Bioinspired Communication Systems 18 Department of Electrical Engineering and Information Technology 18 Department of Electrical Engineering and Information Technology > Institute for Telecommunications |
| Date Deposited: | 01 Jun 2015 09:50 |
| Official URL: | http://www.sciencedirect.com/science/article/pii/S0167691115... |
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