丁芳清, 焦贤发, 徐启敏. Markov切换随机双线性系统依概率渐进稳定性[J]. 应用概率统计, 2013, 29(4): 405-413.
引用本文: 丁芳清, 焦贤发, 徐启敏. Markov切换随机双线性系统依概率渐进稳定性[J]. 应用概率统计, 2013, 29(4): 405-413.
Ding Fangqing, Jiao Xianfa, Xu Qimin. Asymptotical Stability in Probability for Stochastic Bilinear Systems with Markovian Switching[J]. Chinese Journal of Applied Probability and Statistics, 2013, 29(4): 405-413.
Citation: Ding Fangqing, Jiao Xianfa, Xu Qimin. Asymptotical Stability in Probability for Stochastic Bilinear Systems with Markovian Switching[J]. Chinese Journal of Applied Probability and Statistics, 2013, 29(4): 405-413.

Markov切换随机双线性系统依概率渐进稳定性

Asymptotical Stability in Probability for Stochastic Bilinear Systems with Markovian Switching

  • 摘要: 本文研究随机双线性系统大范围渐进稳定性. 利用数学期望不等式给出了随机双线性系统渐进稳定的新标准. 设计了一种非线性状态反馈控制器, 利用类Riccati不等式推出了Markov切换随机双线性系统大范围依概率渐进稳定的充分条件. 数值算例表明本文提出的方法是可行的.

     

    Abstract: This paper deals with asymptotical stability in probability in the large for stochastic bilinear systems. Some new criteria for asymptotical stability of such systems have been established in the inequality of mathematic expectation. A sufficient condition for bilinear stochastic jump systems to be asymptotically stable in probability in the large in Markovian switching laws is derived in a couple of Riccati-like inequalities by introducing a nonlinear state feedback controller. An illustrative example shows the effectiveness of the method.

     

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