Title :
State variable feedback control of stochastic systems
Author_Institution :
Vigyan Research Associates, Inc., Hampton, VA
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;
Conference_Titel :
Decision and Control, 1985 24th IEEE Conference on
Conference_Location :
Fort Lauderdale, FL, USA
DOI :
10.1109/CDC.1985.268546
