DocumentCode
701024
Title
Stability and stabilization of discrete systems with multiplicative noise
Author
Milisavljevic, Mile ; Verriest, Erik I.
Author_Institution
Sch. of Electr. & Comput. Eng., Georgia Inst. of Technol., Atlanta, GA, USA
fYear
1997
fDate
1-7 July 1997
Firstpage
3503
Lastpage
3508
Abstract
In this paper we consider the problem of the stabilization of unstable stochastic difference systems by the addition of multiplicative noise. We illustrate the possibilities of stabilization by uniformly and normally distributed multiplicative noises. Then we present different approaches to the problem of finding sufficient conditions for stability and finally, address the optimal estimation problem and multiplicative noise control using estimated state values.
Keywords
discrete systems; optimal control; stability; state estimation; stochastic systems; discrete systems; multiplicative noise control; normally distributed multiplicative noises; optimal estimation problem; stability; stabilization; state values estimation; sufficient conditions; uniformly distributed multiplicative noises; unstable stochastic difference systems; Asymptotic stability; Eigenvalues and eigenfunctions; Lyapunov methods; Mathematical model; Noise; Polynomials; Stability analysis; Lyapunov functions; multiplicative noise; stability; stabilization;
fLanguage
English
Publisher
ieee
Conference_Titel
Control Conference (ECC), 1997 European
Conference_Location
Brussels
Print_ISBN
978-3-9524269-0-6
Type
conf
Filename
7082656
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