On mean square boundedness of stochastic linear systems with bounded controls

DOI10.1016/J.SYSCONLE.2011.12.002MaRDI QIDQ414586zbMATH OpenOpenAlexFDO

Authors Debasish Chatterjee, John Lygeros, Federico Ramponi, Peter Hokayem

Publication date 11 May 2012

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1103.4959

zbMATH Keywords

linear systemsstochastic controlconstrained controlstochastic stability

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Stochastic systems in control theory (general) (93E03) Stochastic stability in control theory (93E15)

Abstract: We propose a procedure to design a state-quantizer with finitely many bins for a marginally stable stochastic linear system evolving in $R^d$, and a bounded policy based on the resulting quantized state measurements to ensure bounded second moment in closed-loop.

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Cites work

• A general result on the stabilization of linear systems using bounded controls
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• Control Over Noisy Forward and Reverse Channels
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• Markov chains and stochastic stability
• Moment conditions for a sequence with negative drift to be uniformly bounded in \(L^r\)
• Stabilizability of Stochastic Linear Systems with Finite Feedback Data Rates
• Stochastic receding horizon control with output feedback and bounded controls

Cited in

(15)

• Convergence in mean square for controlled singularly perturbed stochastic systems
• Comparison of the bounded and unbounded feedback controls for the stochastic linear-quadratic problem
• Reference tracking stochastic model predictive control over unreliable channels and bounded control actions
• Minimum variance constrained estimator
• On bounded solutions of linear SDEs driven by convergent system matrix processes with Hurwitz limits
• On the stability of receding horizon control for continuous-time stochastic systems
• Sparse and constrained stochastic predictive control for networked systems
• Time-domain boundedness of noise-to-state exponentially stable systems
• Some decidable results on reachability of solvable systems
• Stochastic model predictive control with joint chance constraints
• Stochastic predictive control under intermittent observations and unreliable actions
• On reachable set estimation of delay Markovian jump systems with partially known transition probabilities
• Stochastic boundedness of state trajectories of stable LTI systems in the presence of non-vanishing stochastic perturbation
• Trading performance for state constraint feasibility in stochastic constrained control: a randomized approach
• Bounded stabilisation of stochastic port-Hamiltonian systems

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