| 随机混合动态系统的状态反馈控制 |
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| 引用本文： | 杨莹,陈国培,李俊民.随机混合动态系统的状态反馈控制[J].数学的实践与认识,2010,40(14). |
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| 作者姓名： | 杨莹 陈国培 李俊民 |
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| 基金项目： | 惠州学院数学与应用数学重点学科经费资助项目 |
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| 摘 要： | 针对一类以有限齐次马氏链δ(k)作为切换信号的随机混合系统,首先,通过构造随机混合Lyapunov函数,得到整个随机混合系统渐近稳定的充分条件.然后,引入可调转移概率等相关概念,通过对有限齐次马氏链δ(k)及各子系统加入控制,以实现状态反馈控制.进一步,得到随机混合闭环系统渐近稳定的充分条件.
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| 关 键 词： | 随机混合系统 随机混合Lyapunov函数 可调转移概率 状态反馈控制 |
State Feedback Control of Stochastic Hybrid Systems |
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| YANG Ying,CHEN Guo-pei,LI Jun-ming.State Feedback Control of Stochastic Hybrid Systems[J].Mathematics in Practice and Theory,2010,40(14). |
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| Authors: | YANG Ying CHEN Guo-pei LI Jun-ming |
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| Abstract: | In this paper,the problem of stabilization is investigated for a class of Markovian switching stochastic hybrid systems.The switching parameters considered here form a finite homogeneous Markov chain.At first,by means of constructing a stochastic hybrid Lyapunov function,sufficient conditions are derived for the asymptotic stability of the overall system.Then,the feedback control is realized by the introduction of the adjustable transition probability and the control of both the Markov chain and the subsystems. |
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| Keywords: | stochastic systems stochastic hybrid Lyapunov function adjustable transition probability state feedback control |
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