A necessary and sufficient stabilization condition for discrete time-varying stochastic sy

A necessary and sufficient stabilization condition for discrete time-varying stochastic systems with

multiplicative noise

Rong GAO;Xiaohua LIU;Huanshui ZHANG

【期刊名称】《控制理论与应用（英文版）》 【年(卷),期】2016(014)002

【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.

【总页数】8页(151-158) 【关键词】

【作者】Rong GAO;Xiaohua LIU;Huanshui ZHANG

【作者单位】School of Control Science and Engineering, Shandong University, Jinan Shandong 250061, China;School of Mathematics and Statistics Science, Ludong University, Yantai Shandong 264025, China;School of Control Science and Engineering, Shandong University, Jinan Shandong 250061, China 【正文语种】英文 【中图分类】