Picture of scraped petri dish

Scrape below the surface of Strathprints...

The Strathprints institutional repository is a digital archive of University of Strathclyde research outputs. Explore world class Open Access research by researchers at Strathclyde, a leading technological university.

Explore

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

[img]
Preview
PDF (strathprints013860.pdf)
strathprints013860.pdf

Download (310kB) | Preview

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.