On mean square boundedness of stochastic linear systems with bounded controls

DOI10.1016/J.SYSCONLE.2011.12.002zbMATH Open1238.93117arXiv1103.4959OpenAlexW2037210727MaRDI QIDQ414586FDOQ414586

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

Publication date: 11 May 2012

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

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.

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

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• scientific article; zbMATH DE number 4030657

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)

Cites Work

• Markov chains and stochastic stability
• A general result on the stabilization of linear systems using bounded controls
• Global stabilization of linear discrete-time systems with bounded feedback
• Moment conditions for a sequence with negative drift to be uniformly bounded in \(L^r\)
• Stochastic receding horizon control with output feedback and bounded controls
• Stabilizability of Stochastic Linear Systems with Finite Feedback Data Rates
• Attaining Mean Square Boundedness of a Marginally Stable Stochastic Linear System With a Bounded Control Input
• Control Over Noisy Forward and Reverse Channels

Cited In (15)

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

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