摘要
研究混杂随机微分方程几乎必然镇定问题.通过李雅普诺夫稳定性理论方法和线性矩阵不等式知识,给出了线性混杂随机微分方程在扩散项和漂移项同时加入状态反馈控制后,以线性矩阵不等式的形式给出受控方程稳定的条件.最后,通过数值算例对本文给出的稳定性条件在实际计算中进行验证.
Almost sure stabilization of hybrid stochastic differential equation is studied.A class of criteria for designing a state-feedback controller to stabilize a hybrid stochastic system almost surely is given by using Lyapunov method and linear matrix inequalities(LMI)technique.The results are expressed in terms of linear matrix inequalities.Two examples are given to show the criteria are easy to be checked in practice.
出处
《纺织高校基础科学学报》
CAS
2015年第3期303-309,共7页
Basic Sciences Journal of Textile Universities
基金
国家自然科学基金资助项目(11471071)
上海市自然科学基金资助项目(14ZR1401200)
关键词
布朗运动
马尔科夫链
随机反馈控制
几乎必然指数稳定
线性矩阵不等式
Brownian motion
Markov chain
stochastic state-feedback control
almost sure exponential stability
linear matrix inequalities(LMI)
