摘要
This paper investigates a fundamental problem of stabilization for time-varying multiplicative noise stochastic systems. A necessary and sufficient stabilization condition is presented based on the receding horizon approach. The explicit time-varying controller is designed if the condition is satisfied. The presented results are new to the best of our knowledge.
This paper investigates a fundamental problem of stabilization for time-varying multiplicative noise stochastic systems. A necessary and sufficient stabilization condition is presented based on the receding horizon approach. The explicit time-varying controller is designed if the condition is satisfied. The presented results are new to the best of our knowledge.
基金
This work was supported by the Taishan Scholar Construction Engineering by Shandong Government and the National Natural Science Foundation of China (Nos. 61120106011, 61203029).