Stabilization of a class of nonlinear stochastic systems (Q5906529): Difference between revisions
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Revision as of 02:03, 20 March 2024
scientific article; zbMATH DE number 590986
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stabilization of a class of nonlinear stochastic systems |
scientific article; zbMATH DE number 590986 |
Statements
Stabilization of a class of nonlinear stochastic systems (English)
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29 March 1995
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The stochastic differential equation \[ dx= (Ax+ Bu+ f(x,u))dt+ g(x,u)dw \] is considered, with a certain set of conditions on \(A\), \(B\), \(f\) and \(g\). It is shown that there exists a linear feedback law \(u=Kx\) such that the resulting equation is exponentially stable in mean square. The proof is given by constructing an appropriate Lyapunov function.
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stochastic stability
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stabilization
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