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| Robust stabilization of stochastic systems based on the LQ controller | |
| 作者姓名： | Jundong BAO Feiqi DENG Qi LUO |
| 作者单位： | [1]CollegeofMathematicsScience,InnerMongoliaNormalUniversity,HuhehaoteInnerMongolia010022,China [2]InstituteofAutomaticScienceandControlEngineering,SouthChinaUniversityofTechnology,GuangzhouGuangdong510640,China [3]InstituteofScience,WuhanUniversityofTechnology,WuhanHubei430081,China |
| 基金项目： | ThisworkwassupportedbytheNationalNaturalScienceFoundationofChina(No.69874015,69334030),GuangdongProvinceNaturalScienceFoundation(No.011629)andInnerMongoliaNaturalScienceFoundation(No.200308020101). |
| 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 fimction approach and the stochastic algebraic Riccati equation (SARE) to have shown the robusmess 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. |
| 关 键 词： | LQ控制器 随机系统 SARE 稳定性 |
| 收稿时间： | 14 June 2004 |
Robust stabilization of stochastic systems based on the LQ cont roller |
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| Jundong BAO,Feiqi DENG,Qi LUO.Robust stabilization of stochastic systems based on the LQ controller[J].Journal of Control Theory and Applications,2005,3(1):67-70. | |
| Authors: | Jundong BAO Feiqi DENG Qi LUO |
| Affiliation: | 1. College of Mathematics Science,Inner Mongolia Normal University,Huhehaote Inner Mongolia 010022,China 2. Institute of Automatic Science and Control Engineering,South China University of Technology,Guangzhou Guangdong 510640,China 3. Institute of Science,Wuhan University of Technology,Wuhan Hubei 430081,China |
| Abstract: | 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. |
| Keywords: | Exponential stability in mean square Uncertain stochastic system SARE LQ control problem |
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