Mean‐square strong stability and stabilization of discrete‐time stochastic systems with multiplicative noises

Yan, Zhiguo, Su, Fangxu and Gao, Zhiwei (2022) Mean‐square strong stability and stabilization of discrete‐time stochastic systems with multiplicative noises. International Journal of Robust and Nonlinear Control. ISSN 1049-8923 (In Press)

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Official URL: https://doi.org/10.1002/rnc.6161

Abstract

This article investigates the mean-square strong stability and stabilization of a discrete-time stochastic system corrupted by multiplicative noises. First, the definition of the mean-square (MS) strong stability is addressed to avoid overshoots in system dynamics, and two necessary and sufficient conditions for the MS-strong stability are derived. Moreover, the relationship between MS-strong stability and MS-stability is given. Second, some necessary and sufficient conditions of the MS-strong stabilization via state feedback (SF) and output feedback are obtained, respectively. Furthermore, analytical expressions of SF controller and static output feedback (SOF) controller are proposed, respectively. Finally, an equivalent design method for SOF controller and dynamic output feedback controller is presented.

Item Type: Article
Additional Information: Funding information: This work was supported by the National Natural Science Foundation of China (No. 61877062, 61977043).
Uncontrolled Keywords: discrete-time stochastic system, mean-square stability, mean-square strong stability, outputfeedback, overshoot
Subjects: F300 Physics
G100 Mathematics
Depositing User: Elena Carlaw
Date Deposited: 06 May 2022 14:00
Last Modified: 06 May 2022 14:15
URI: http://nrl.northumbria.ac.uk/id/eprint/49061

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