Almost sure stability and stabilization of discrete-time stochastic systems

DOI10.1016/j.sysconle.2015.05.005zbMath1327.93398OpenAlexW578044013MaRDI QIDQ899117

Håkan Hjalmarsson, Heinz Koeppl, Lirong Huang

Publication date: 21 December 2015

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sysconle.2015.05.005

zbMATH Keywords

discrete-time systemsGaussian distributionalmost sure stabilitystochastic difference equationsstate-feedback stabilization

Mathematics Subject Classification ID

Stabilization of systems by feedback (93D15) Discrete-time control/observation systems (93C55) Stochastic stability in control theory (93E15) Stochastic analysis (60H99)

Related Items (7)

Stochastic leader-following consensus of discrete-time nonlinear multi-agent systems with multiplicative noises ⋮ Stabilization and destabilization of nonlinear stochastic differential delay equations ⋮ Mean‐square strong stability and stabilization of discrete‐time stochastic systems with multiplicative noises ⋮ Sampled-data-based consensus of multi-agent systems with multiplicative noise and time-delays ⋮ Almost sure exponential stability and stochastic stabilization of stochastic differential systems with impulsive effects ⋮ Stability analysis for discrete time-delay systems based on new finite-sum inequalities ⋮ Stability analysis of time-varying discrete stochastic systems with multiplicative noise and state delays

Uses Software

• LMI toolbox
• PRMLT

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Recursive estimators with Markovian jumps
• Stabilization and destabilization of hybrid systems of stochastic differential equations
• SMC design for robust \(H^{\infty}\) control of uncertain stochastic delay systems
• Infinite horizon stochastic \(H_2/H_\infty \)control for discrete-time systems with state and disturbance dependent noise
• Design of observer-based robust stabilizing controllers
• Bounded semigroups of matrices
• Stochastic stabilization and destabilization
• Stability radii of discrete-time stochastic systems with respect to blockdiagonal perturbations
• Stochastic stabilization and destabilization of nonlinear differential equations
• Robust stability and stabilization of a class of nonlinear discrete time stochastic systems: an LMI approach
• Almost sure exponential stabilisation of stochastic systems by state-feedback control
• Stochastic stabilization of differential systems with general decay rate
• \(H_{\infty}\)-like control for nonlinear stochastic systems
• Robust integral sliding mode control for uncertain stochastic systems with time-varying delay
• Memoryless SMC Design Methods for Stochastic Delay Systems
• Some properties of the distribution of the logarithm of non-central F
• Capacity bounds via duality with applications to multiple-antenna systems on flat-fading channels
• Non-exponential stability and decay rates in nonlinear stochastic difference equations with unbounded noise
• A design methodology for pitch pointing flight control systems
• On a class of mixing processes
• Stabilization and Destabilization by Noise in the Plane
• Mean-Square and Asymptotic Stability of the Stochastic Theta Method
• Complex Signal Processing is Not Complex
• Stabilization and Destabilization of Nonlinear Differential Equations by Noise
• <tex>$H_infty$</tex>Control for Discrete-Time Nonlinear Stochastic Systems
• Stability Analysis of Numerical Schemes for Stochastic Differential Equations
• Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
• Products of Random Matrices
• Complex Gaussian noise moments
• The Distribution of the Determinant of a Complex Wishart Distributed Matrix

This page was built for publication: Almost sure stability and stabilization of discrete-time stochastic systems