• DocumentCode
    3066618
  • Title

    State variable feedback control of stochastic systems

  • Author

    Singh, S.N.

  • Author_Institution
    Vigyan Research Associates, Inc., Hampton, VA
  • fYear
    1985
  • fDate
    11-13 Dec. 1985
  • Firstpage
    550
  • Lastpage
    551
  • Abstract
    A state variable feedback control law for a class of stochastic systems is derived. It is assumed that the uncertainty in the system is a Wiener process. The stochastic version of the method of Lyapunov is used to derive control law for ultimate boundedness of motion, and for asymptotic stability with probability 1.
  • Keywords
    Control systems; Feedback control; Lyapunov method; Motion control; Stochastic processes; Stochastic systems; Uncertainty;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1985 24th IEEE Conference on
  • Conference_Location
    Fort Lauderdale, FL, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1985.268546
  • Filename
    4048351