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时滞线性随机系统的均方稳定性与反馈镇定*
引用本文:邓飞其,冯昭枢,刘永清.时滞线性随机系统的均方稳定性与反馈镇定*[J].控制理论与应用,1996,13(4):441-447.
作者姓名:邓飞其  冯昭枢  刘永清
作者单位:华南理大学自动化系
基金项目:国家自然科学基金,霍英东高校青年教师基金,广东省自然科学基金
摘    要:本文研究Itoo型随机滞后系统的均方稳定性与反馈镇定。文中首先建立了Ito型随机滞后系统的新型稳定性定理,然后采用适当的Lyapunov泛函得到了时滞线性随机系统零解均方渐近稳定的一个充分性判据,该判据适用于完全滞后型的随机系统,据此判据,文中给出了时滞线性随机系统的滞后反馈镇定方法。

关 键 词:时滞  线性随机系统  均方稳定性  反馈镇定
收稿时间:1994/12/29 0:00:00

Mean-Square Stability and Feedback Stabilization of Linear delay Stochastic Systems
DENG Feiqi,FENG Zhaoshu and LIU Yongqing.Mean-Square Stability and Feedback Stabilization of Linear delay Stochastic Systems[J].Control Theory & Applications,1996,13(4):441-447.
Authors:DENG Feiqi  FENG Zhaoshu and LIU Yongqing
Abstract:In this paper, mean-square stability and feedback stabilization of delay stochastic systems of Ito type are investigated. A new type stability theorem for delay stochastic systems of ito type is established, then a sufficient criterion for mean-square asymptotic stability of zero solutions of linear delay stochastic systems is obtained by applying suitable Lyapunov functionals, which is applicable for completely retarded stochastic systems. A method of stabilization by retarded feedbacks for linear delay stochastic systems is proposed based on this criterion
Keywords:delayl  linear stochastic system  mean-square stability  feedback stabilization  Lyapunov functional  
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