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Almost sure exponential stabilisation of stochastic systems by state-feedback control

Hu, L. and Mao, X. (2008) Almost sure exponential stabilisation of stochastic systems by state-feedback control. Automatica, 44 (2). pp. 465-471. ISSN 0005-1098

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Abstract

So far, a major part of the literature on the stabilisation issues of stochastic systems has been dedicated to mean square stability. This paper develops a new class of criteria for designing a controller to stabilise a stochastic system almost surely which is unable to be stabilised in mean-square sense. The results are expressed in terms of linear matrix inequalities (LMIs) which are easy to be checked in practice by using MATLAB Toolbox. Moreover, the control structure in this paper appears not only in the drift part but also in the diusion part of the underlying stochastic system.

Item type: Article
ID code: 13860
Keywords: stochastic stability, stabilisation, mean square stability, almost sure stability, linear matrix inequality, Mathematics, Control and Systems Engineering, Electrical and Electronic Engineering
Subjects: Science > Mathematics
Department: Faculty of Science > Mathematics and Statistics
Depositing user: Mrs Carolynne Westwood
Date Deposited: 11 Jan 2010 14:25
Last modified: 26 Mar 2015 23:57
URI: http://strathprints.strath.ac.uk/id/eprint/13860

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