Stabilization of nonlinear stochastic systems without unforced dynamics via time-varying feedback

Patrick Florchinger

Kybernetika (2016)

  • Volume: 52, Issue: 6, page 988-1002
  • ISSN: 0023-5954

Abstract

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In this paper we give sufficient conditions under which a nonlinear stochastic differential system without unforced dynamics is globally asymptotically stabilizable in probability via time-varying smooth feedback laws. The technique developed to design explicitly the time-varying stabilizers is based on the stochastic Lyapunov technique combined with the strategy used to construct bounded smooth stabilizing feedback laws for passive nonlinear stochastic differential systems. The interest of this work is that the class of stochastic systems considered in this paper contains a lot of systems which cannot be stabilized via time-invariant feedback laws.

How to cite

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Florchinger, Patrick. "Stabilization of nonlinear stochastic systems without unforced dynamics via time-varying feedback." Kybernetika 52.6 (2016): 988-1002. <http://eudml.org/doc/287894>.

@article{Florchinger2016,
abstract = {In this paper we give sufficient conditions under which a nonlinear stochastic differential system without unforced dynamics is globally asymptotically stabilizable in probability via time-varying smooth feedback laws. The technique developed to design explicitly the time-varying stabilizers is based on the stochastic Lyapunov technique combined with the strategy used to construct bounded smooth stabilizing feedback laws for passive nonlinear stochastic differential systems. The interest of this work is that the class of stochastic systems considered in this paper contains a lot of systems which cannot be stabilized via time-invariant feedback laws.},
author = {Florchinger, Patrick},
journal = {Kybernetika},
keywords = {stochastic differential systems; smooth time–varying feedback law; global asymptotic stability in probability},
language = {eng},
number = {6},
pages = {988-1002},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Stabilization of nonlinear stochastic systems without unforced dynamics via time-varying feedback},
url = {http://eudml.org/doc/287894},
volume = {52},
year = {2016},
}

TY - JOUR
AU - Florchinger, Patrick
TI - Stabilization of nonlinear stochastic systems without unforced dynamics via time-varying feedback
JO - Kybernetika
PY - 2016
PB - Institute of Information Theory and Automation AS CR
VL - 52
IS - 6
SP - 988
EP - 1002
AB - In this paper we give sufficient conditions under which a nonlinear stochastic differential system without unforced dynamics is globally asymptotically stabilizable in probability via time-varying smooth feedback laws. The technique developed to design explicitly the time-varying stabilizers is based on the stochastic Lyapunov technique combined with the strategy used to construct bounded smooth stabilizing feedback laws for passive nonlinear stochastic differential systems. The interest of this work is that the class of stochastic systems considered in this paper contains a lot of systems which cannot be stabilized via time-invariant feedback laws.
LA - eng
KW - stochastic differential systems; smooth time–varying feedback law; global asymptotic stability in probability
UR - http://eudml.org/doc/287894
ER -

References

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