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切换线性随机系统的指数稳定分析:多Lyapunov函数方法
引用本文:丛屾,蒋海峰,盛遵冰.切换线性随机系统的指数稳定分析:多Lyapunov函数方法[J].黑龙江水专学报,2011,2(1):100-104.
作者姓名:丛屾  蒋海峰  盛遵冰
作者单位:1. 黑龙江大学,机电工程学院,哈尔滨,150080
2. 南京理工大学,自动化学院,南京,210094
摘    要:考虑随机扰动对于切换系统稳定性的影响.我们推广多Lyapunov函数方法并利用噪声的统计性质建立几乎必然指数稳定的条件.进而,给出了子系统反馈控制器的设计条件以使闭环系统是几乎必然指数稳定的.最后,通过一个仿真算例验证了方法的有效性.

关 键 词:切换随机系统  几乎必然指数稳定  多Lyapunov函数方法

Analysis on Exponential Stability for Switched Linear Stochastic Systems: Multiple Lyapunov Functions Approach
CONG Shen,JIANG Hai-feng,SHENG Zun-bing.Analysis on Exponential Stability for Switched Linear Stochastic Systems: Multiple Lyapunov Functions Approach[J].Journal of Heilongjiang Hydraulic Engineering College,2011,2(1):100-104.
Authors:CONG Shen  JIANG Hai-feng  SHENG Zun-bing
Affiliation:1.School of Mechanical & Electrical Engineering,Heilongjiang University,Harbin 150080;2.School of Automation,Nanjing University of Science and Technology,Nanjing 210094)
Abstract:To character the influence of noise perturbation to the stability of switched systems,the multiple Lyapunov functions approached to the switched linear stochastic systems and almost sure exponential stability conditions were built by the statistic property of noise.Subsystem's state-feedback control design is addressed aiming at making the closed-loop system almost sure exponentially stable.Finally,an illustrative example is given to show the effectiveness of the results.
Keywords:switched stochastic systems  almost sure exponential stability  multiple Lyapunov functions
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