具有不确定Wiener噪声随机系统的切换控制

Switched Control of Stochastic Systems with Uncertain Wiener Noises

针对一组由随机微分方程描述的子系统组成的切换系统,采用单李雅普诺夫方法和多李雅普诺夫方法,分别给出了切换系统的随机稳定的充分条件,给出控制器的设计方法.仿真结果表明,所设计的两类控制器及相应的控制策略均能保证闭环系统在一定意义下的随机稳定.

The switched systems under consideration consist of stochastic differential equations. By using single Lyapunov function technique and multiple Lyapunov function technique, sufficient conditions of stochastic stabilization for switched systems are obtained respectively. The simulation results show that two classes of designed controllers and switching laws guarantee the closed-loop systems is stochastic stable.