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Stabilisation of stochastic systems with optimal decay rate

Stabilisation of stochastic systems with optimal decay rate
Stabilisation of stochastic systems with optimal decay rate
The authors deal with the problem of exponential stabilisation for continuous-time stochastic systems. Several equivalent characterisations are presented for exponential stability of continuous-time stochastic systems. The relationship between decay rate and the spectral abscissa of an operator associated with a stochastic system is investigated. On the basis of this relationship, optimal controllers are designed for continuous-time stochastic systems. Finally, an example is provided to illustrate the method.
1751-8644
1-6
Feng, June
ae8d8122-06e3-4d5f-99ee-69ac160d457b
Lam, James
3eea3836-efda-430c-9ad4-ae4f3d4b8c4a
Xu, Shengyuan
83315174-029e-4b79-89ae-0e9b5b195351
Shu, Zhan
ea5dc18c-d375-4db0-bbcc-dd0229f3a1cb
Feng, June
ae8d8122-06e3-4d5f-99ee-69ac160d457b
Lam, James
3eea3836-efda-430c-9ad4-ae4f3d4b8c4a
Xu, Shengyuan
83315174-029e-4b79-89ae-0e9b5b195351
Shu, Zhan
ea5dc18c-d375-4db0-bbcc-dd0229f3a1cb

Feng, June, Lam, James, Xu, Shengyuan and Shu, Zhan (2008) Stabilisation of stochastic systems with optimal decay rate. IET Control Theory and Applications, 2 (1), 1-6. (doi:10.1049/iet-cta:20070044).

Record type: Article

Abstract

The authors deal with the problem of exponential stabilisation for continuous-time stochastic systems. Several equivalent characterisations are presented for exponential stability of continuous-time stochastic systems. The relationship between decay rate and the spectral abscissa of an operator associated with a stochastic system is investigated. On the basis of this relationship, optimal controllers are designed for continuous-time stochastic systems. Finally, an example is provided to illustrate the method.

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More information

Published date: January 2008
Organisations: Mechatronics

Identifiers

Local EPrints ID: 199831
URI: http://eprints.soton.ac.uk/id/eprint/199831
DOI: doi:10.1049/iet-cta:20070044
ISSN: 1751-8644
PURE UUID: 5110454b-3ffe-4ab0-b3fa-16e0952787cb
ORCID for Zhan Shu: ORCID iD orcid.org/0000-0002-5933-254X

Catalogue record

Date deposited: 26 Oct 2011 08:54
Last modified: 14 Mar 2024 04:17

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Contributors

Author: June Feng
Author: James Lam
Author: Shengyuan Xu
Author: Zhan Shu ORCID iD

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