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A necessary and sufficient stabilization condition for discrete time-varying stochastic systems with multiplicative noise 被引量:1

A necessary and sufficient stabilization condition for discrete time-varying stochastic systems with multiplicative noise
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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.
出处 《Control Theory and Technology》 EI CSCD 2016年第2期151-158,共8页 控制理论与技术(英文版)
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).
关键词 Receding horizon control time-varying stochastic system mean-square stability multiplicative noise Receding horizon control, time-varying stochastic system, mean-square stability, multiplicative noise
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