Projects per year
A new concept of stabilisation of hybrid stochastic systems in distribution by feedback controls based on discrete-time state observations is initialised. This is to design a controller to stabilise the unstable system such that the distribution of the solution process tends to a probability distribution. In addition, the discrete-time state observations are also taken into consideration to make the design of the controller more practical. Theorems on the stabilisation of hybrid stochastic systems in distribution are proved. The lower bound of the duration between two consecutive state observations is obtained. The implementation of theorems are demonstrated by designing the feedback controls in the structure cases and easy-to-rules are provided for the user. Numerical examples are discussed to illustrate the theoretical results.
|Number of pages||11|
|Publication status||Accepted/In press - 12 Jan 2022|
- Brownian motion
- Markov chain
- stability in distribution
- feedback control
- discrete-time state observation
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- 2 Finished
Ergodicity and invariant measures of stochastic delay systems driven by various noises and their applications (Prof. Fuke Wu)
16/03/17 → 15/06/20
Project: Research Fellowship
Long-time dynamics of numerical solutions of stochastic differential equations
1/10/16 → 30/09/21