Mean-square practical stability for uncertain stochastic system with additive noise controlled by optimal feedback

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• 作者：Dong-hui Mao ; ^{iheartmay@163.com" class="auth_mail" title="E-mail the corresponding author} ; Yang-wang Fang ^{ywfang2008@sohu.com" class="auth_mail" title="E-mail the corresponding author} ; Peng-fei Yang ^{pfyang1988@126.com" class="auth_mail" title="E-mail the corresponding author} ; You-li Wu ^{wu_youli2014@163.com" class="auth_mail" title="E-mail the corresponding author} ; Xiao-ju Yong ^{xjyong1987@163.com" class="auth_mail" title="E-mail the corresponding author}
• 关键词：Mean-square practical stability ; Uncertain stochastic system ; Additive noise ; Linear-quadratic optimal feedback ; Lyapunov functional method
• 刊名：Optik - International Journal for Light and Electron Optics
• 出版年：2016
• 出版时间：July 2016
• 年：2016
• 卷：127
• 期：13
• 页码：5334-5340
• 全文大小：619 K

文摘

Stability concepts addressed in the framework of Lyapunov are not suitable to analyze the stability of stochastic systems with additive noise since it has no equilibrium. The mean-square practical stability is introduced to study the stability of uncertain stochastic systems with additive noise controlled by linear-quadratic optimal feedback. By using Lyapunov functional methods and the comparison principle, criteria on mean-square practical stability of stochastic systems with partially known uncertainties and norm-bounded parameter uncertainties are deduced, respectively. Some numerical examples and simulations are given to illustrate the validity of the theoretical analysis.