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

Liangjian Hu, Xuerong Mao

Research output: Contribution to journalArticle

72 Citations (Scopus)
54 Downloads (Pure)

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.
Original languageEnglish
Pages (from-to)465-471
Number of pages6
JournalAutomatica
Volume44
Issue number2
DOIs
Publication statusPublished - 2008

Keywords

  • stochastic stability
  • stabilisation
  • mean square stability
  • almost sure stability
  • linear matrix inequality

Fingerprint Dive into the research topics of 'Almost sure exponential stabilisation of stochastic systems by state-feedback control'. Together they form a unique fingerprint.

  • Cite this