Title :
Interval Stability and Stabilization of Linear Stochastic Systems
Author :
Zhang, Weihai ; Xie, Lihua
Author_Institution :
Coll. of Inf. & Electr. Eng., Shandong Univ. of Sci. & Technol., Qingdao
fDate :
4/1/2009 12:00:00 AM
Abstract :
This technical note applies the spectrum technique to deal with the interval stability and stabilization of linear stochastic time-invariant systems. First, the notion of (-beta,-alpha) -stability of stochastic systems is defined and some relationships among the (-beta,-alpha) -stability, the decay rate of system state response, and the second-order moment Lyapunov exponent are revealed. We then address the (-beta,-alpha)-stabilization problem and give a sufficient condition via a linear matrix inequality approach.
Keywords :
Lyapunov methods; linear matrix inequalities; linear systems; stability; stochastic systems; interval stability; linear matrix inequality approach; linear stochastic systems; second-order moment Lyapunov exponent; system state response; time-invariant systems; Asymptotic stability; Automatic control; Books; Circuit faults; Control systems; Entropy; Fault detection; Filtering; Linear matrix inequalities; Process control; Riccati equations; Stability; Stability analysis; Stability criteria; Stochastic processes; Stochastic systems; Sufficient conditions; Symmetric matrices; $(-beta,-alpha)$ -stability; $(-beta,-alpha)$-stabilization; Asymptotic mean square stability; second-order moment Lyapunov exponent; spectrum assignment;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.2008.2009613
