A necessary and sufficient stabilization condition for discrete time-varying stochastic systems with multiplicative noise

作     者：Rong GAO Xiaohua LIU Huanshui ZHANG 

作者机构：School of Control Science and Engineering Shandong University Jinan Shandong 250061 China School of Mathematics and Statistics Science Ludong University Yantai Shandong 264025 China 

出 版 物：《Control Theory and Technology》 (控制理论与技术（英文版）)

年 卷 期：2016年第14卷第2期

页      面：151-158页

核心收录：

学科分类：0711[理学-系统科学] 07[理学] 081104[工学-模式识别与智能系统] 08[工学] 080401[工学-精密仪器及机械] 0804[工学-仪器科学与技术] 080402[工学-测试计量技术及仪器] 0811[工学-控制科学与工程] 071102[理学-系统分析与集成] 081103[工学-系统工程] 

基　　金：This work was supported by the Taishan Scholar Construction Engineering by Shandong Government and the National Natural Science Foundation of China (Nos. 61120106011  61203029) 

主　　题：Receding horizon control time-varying stochastic system mean-square stability multiplicative noise 

摘      要：This paper investigates a fundamental problem of stabilization for time-varying multiplicative noise stochastic systems. A necessary and sufficient stabilization condition is presented based on the receding horizon approach. The explicit time-varying controller is designed if the condition is satisfied. The presented results are new to the best of our knowledge.