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mean-square practical stability criteria for uncertain time-varying stochastic systems with additive noise controlled by optimal feedback

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lzg020716

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peng_weishi: 金币+10, 谢谢 2016-06-02 23:57:59
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Mean-square practical stability for uncertain stochastic system with additive noise controlled by optimal feedback
作者ong-hui Mao; Yang-wang Fang; Peng-fei Yang; You-li Wu; Xiao-ju Yong
Optik
卷: 127   期: 13   页: 5334-40  
DOI: 10.1016/j.ijleo.2016.02.068  
出版年: July 2016  

摘要
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. [All rights reserved Elsevier].
作者信息
作者地址: Dong-hui Mao; Yang-wang Fang; Peng-fei Yang; You-li Wu; Xiao-ju Yong; Aeronaut. & Astronaut. Eng. Coll, Air Force Eng. Univ., Xi'an, China.
出版商
Elsevier B.V., Netherlands
类别 / 分类
研究方向:Computer Science (由 Thomson Reuters 提供)
分类代码:C1340G Time-varying control systems; C1330 Optimal control; C1320 Stability in control theory
CODEN:OTIKAJ
受控索引:feedback; linear quadratic control; Lyapunov methods; stability; stochastic systems; uncertain systems
非受控索引:mean-square practical stability; uncertain stochastic system; additive noise controlled; Lyapunov framework; linear-quadratic optimal feedback; Lyapunov functional methods; comparison principle; norm-bounded parameter uncertainties
文献信息
文献类型:Journal Paper
语种:English
入藏号:INSPEC:15935831
ISSN:0030-4026
参考文献数:14
期刊信息
Impact Factor (影响因子): Journal Citation Reports®
其他信息
处理类型:Theoretical or Mathematical
文献号:S0030-4026(16)30151-6
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2楼2016-06-01 22:13:08
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peng_weishi

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引用回帖:
2楼: Originally posted by lzg020716 at 2016-06-01 22:13:08
Mean-square practical stability for uncertain stochastic system with additive noise controlled by optimal feedback
作者ong-hui Mao; Yang-wang Fang; Peng-fei Yang; You-li Wu; Xiao-ju Yong
Optik
卷 ...

谢谢

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