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文章:Mean-square Practical Stability for Stochastic System with Additive Noise Controlled by Optimal Feedback
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ccession number:       
20161402188589
        Title:        Mean-square practical stability for uncertain stochastic system with additive noise controlled by optimal feedback
        Authors:        Mao, Dong-Hui1 Email author iheartmay@163.com; Fang, Yang-Wang1 Email author ywfang2008@sohu.com; Yang, Peng-Fei1 Email author pfyang1988@126.com; Wu, You-Li1 Email author wu-youli2014@163.com; Yong, Xiao-Ju1 Email author xjyong1987@163.com
        Author affiliation:        1 Aeronautics and Astronautics Engineering College, Air Force Engineering University, Xi'an, China
        Corresponding author:        Mao, Dong-Hui (iheartmay@163.com)
        Source title:        Optik
        Abbreviated source title:        Optik
        Volume:        127
        Issue:        13
        Issue date:        July 2016
        Publication year:        2016
        Pages:        5334-5340
        Language:        English
        ISSN:        00304026
        Document type:        Journal article (JA)
        Publisher:        Elsevier GmbH
        Abstract:        Stability concepts addressed in the framework of Lyapunov are not suitable to analyze the stability of stochastic systems with additive noise since it has no equilibrium. The mean-square practical stability is introduced to study the stability of uncertain stochastic systems with additive noise controlled by linear-quadratic optimal feedback. By using Lyapunov functional methods and the comparison principle, criteria on mean-square practical stability of stochastic systems with partially known uncertainties and norm-bounded parameter uncertainties are deduced, respectively. Some numerical examples and simulations are given to illustrate the validity of the theoretical analysis. © 2016 Elsevier GmbH. All rights reserved.
        Number of references:        14
        Main heading:        Additive noise
        Controlled terms:        Lyapunov functions - Numerical methods - Quadratic programming - Stability - Stability criteria - Stochastic systems - System stability
        Uncontrolled terms:        Comparison principle - Linear quadratic - Lyapunov functional method - Norm bounded parameter uncertainty - Optimal Feedback - Practical stability - Stability concepts - Uncertain stochastic systems
        Classification code:        703 Electric Circuits - 921 Mathematics - 921.6 Numerical Methods - 961 Systems Science
        DOI:        10.1016/j.ijleo.2016.02.068
        Database:        Compendex
                Compilation and indexing terms, © 2016 Elsevier Inc.
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