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Stabilization of some composite stochastic control systems with nontrivial solutions


Citation

Abedi, Fakhreddin and Wah, June Leong (2017) Stabilization of some composite stochastic control systems with nontrivial solutions. European Journal of Control, 38. 16 - 21. ISSN 0947-3580

Abstract / Synopsis

This paper deals with the global stability for some composite stochastic control systems with nontrivial solutions by means of dynamic feedback laws. In particular, we establish feedback law for global asymptotic stabilization of a control subsystem deduced from the composite stochastic system and apply the result to stabilize the original composite stochastic system. Under this framework, firstly we derive necessary and sufficient conditions for the existence of feedback law which renders a ball that contains all nontrivial equilibrium solutions of the stochastic control subsystem globally asymptotically stable in probability. Secondly, for the composite system, we give the sufficient conditions for practical global asymptotic stability of the composite system based upon the feedback law derived for the subsystem. Numerical examples are given to validate our results.


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Additional Metadata

Item Type: Article
Divisions: Institute for Mathematical Research
DOI Number: https://doi.org/10.1016/j.ejcon.2017.07.001
Publisher: Elsevier
Keywords: Stochastic control system; Composite system; Control Lyapunov function; Practical global asymptotic stability in probability; Nontrivial solutions
Depositing User: Mohd Hafiz Che Mahasan
Date Deposited: 26 Sep 2018 09:57
Last Modified: 26 Sep 2018 09:57
Altmetrics: http://www.altmetric.com/details.php?domain=psasir.upm.edu.my&doi=10.1016/j.ejcon.2017.07.001
URI: http://psasir.upm.edu.my/id/eprint/63279
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