Robust stabilization of stochastic systems based on the LQ controller
Jundong BAO
Feiqi DENG
Qi Luo
摘要：The robust exponential stability in mean square for a class of linear stochastic uncertain control systems is dealt with.For the uncertain stochastic systems,we have designed an optimal controller which guarantees the exponential stability of the system.Actually,we employed Lyapunov function approach and the stochastic algebraic Riccati equation (SARE) to have shown the robustness of the linear quadratic(LQ) optimal control law.And the algebraic criteria for the exponential stability on the linear stochastic uncertain closed-loop systems are given.
机标关键词：exponential stabilityalgebraic Riccati equationstability in mean squarestochastic systemsoptimal controllerLyapunov functionlinear quadraticcontrol systems
分类号：TP3(计算技术、计算机技术)
资助基金：国家自然科学基金(69874015)国家自然科学基金(69334030)广东省自然科学基金(011629)内蒙古自然科学基金(200308020101)
论文发表日期：2005-01-01
在线出版日期：2025-08-15（本平台首次上网日期，不代表文献的发表时间）
页数：4( 67-70 )
英文信息