Improved condition for stabilization of controlled inverted pendulum under stochastic perturbations (Q833283): Difference between revisions

A linear control system with external stochastic disturbances is considered. It is generally assumed that the disturbance is a standard Wiener process. The main purpose is to give sufficient conditions for stabilization of the controlled inverted pendulum with stochastic disturbances. First, the definition of stability in the mean square sense is recalled, Next, using the general method of Lyapunov functionals, a sufficient condition for asymptotic mean square stability of the zero solution is formulated and proved. Moreover, a numerical illustrative example is presented and discussed. Finally, a few words on the nonlinear case and its stabilization are given. The paper contains many remarks and comments on stabilization problems with stochastic disturbances. Similar problems have been investigated in [\textit{L. E. Shaikhet}, ``Stability in probability of nonlinear stochastic hereditarv systems'', Dynamical Systems and Applications, vol. 4, 199--226 (1995)].