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连续时间加噪声随机T-S模糊系统的适定性

On the well-posedness of the continuous-time stochastic T-S fuzzy system with additive noise
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摘要 研究了连续时间加噪声随机T-S模糊系统在Ito∧意义下适定性问题,给出了存在惟一性定理的证明.举例说明了相关文献中所使用的加噪声随机T-S模糊系统模型解不具有均方积分意义下适定性,从而有力地说明了Ito∧积分在加噪声随机T-S模糊系统模型订义中的重要价值. The problem of well-posedness of the continuous-time stochastic T-S fuzzy system with additive noise is studied in Ito^ stochastic sense. The theorem of the existence and uniqueness of solutions is proved. Regarding a model of the continuous-time stochastic T-S fuzzy system with additive noise addressed in the literature, an example is given to show its well-posedness is not assured in mean-square sense. Above all, this paper shows the importance of the Ito^ integral in the definition of the model of stochastic T-S fuzzy system with additive noise.
作者 徐昊 胡良剑
机构地区 东华大学应用数学系
出处 《纺织高校基础科学学报》 CAS 2005年第4期301-304,共4页 Basic Sciences Journal of Textile Universities
基金 国家自然科学基金资助项目(60374022)
关键词 加噪声 Ito^型随机积分 解的存在惟一性 适定性 additive noise Ito^ integral existence and uniqueness well-posedness
分类号 O211.63 [理学—概率论与数理统计]
  • 相关文献

参考文献11

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纺织高校基础科学学报
2005年 第4期

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