Stabilisation in distribution by delay feedback control for hybrid stochastic differential equations
You, Surong and Hu, Liangjian and Lu, Jianqiu and Mao, Xuerong (2021) Stabilisation in distribution by delay feedback control for hybrid stochastic differential equations. IEEE Transactions on Automatic Control. ISSN 0018-9286 (https://doi.org/10.1109/TAC.2021.3075177)
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Abstract
This paper is concerned with the design of a feedback control based on past states in order to make a given unstable hybrid stochastic differential equation (SDE) to be stable in distribution (stabilisation in distribution). This is the first paper in this direction. Under the global Lipschitz condition on the coefficients of the given unstable hybrid SDE, we will show that the stabilisation in distribution can be achieved by linear delay feedback controls. In particular, we discuss how to design the feedback controls in two structure cases: state feedback and output injection.
ORCID iDs
You, Surong, Hu, Liangjian, Lu, Jianqiu and Mao, Xuerong ORCID: https://orcid.org/0000-0002-6768-9864;-
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Item type: Article ID code: 76155 Dates: DateEvent27 April 2021Published27 April 2021Published Online16 April 2021AcceptedNotes: © 2021 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting /republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works. Subjects: Science > Mathematics Department: Faculty of Science > Mathematics and Statistics Depositing user: Pure Administrator Date deposited: 19 Apr 2021 15:45 Last modified: 19 Dec 2024 02:26 URI: https://strathprints.strath.ac.uk/id/eprint/76155