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

Zhiguo Yan*, Fangxu Su, Zhiwei Gao

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

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.
Original languageEnglish
JournalInternational Journal of Robust and Nonlinear Control
Early online date25 Apr 2022
DOIs
Publication statusE-pub ahead of print - 25 Apr 2022

Fingerprint

Dive into the research topics of 'Mean‐square strong stability and stabilization of discrete‐time stochastic systems with multiplicative noises'. Together they form a unique fingerprint.

Cite this