Global stabilization of stochastic nonlinear systems

We consider stochastic nonaffine nonlinear control systems dx/sub t/=f(x/sub t/,u) dt+g(xt,u) d/spl omega//sub t/, /spl omega/ being a standard Wiener process, for which we give a sufficient condition for global stabilization by a bounded smooth state feedback which is explicitly given. This conditi...

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Bibliographic Details
Published inProceedings of the 37th IEEE Conference on Decision and Control (Cat. No.98CH36171) Vol. 3; pp. 2376 - 2377 vol.3
Main Authors Bensoubaya, M., Ferfera, A., Iggidr, A.
Format Conference Proceeding
LanguageEnglish
Published IEEE 1998
Subjects
Control systems
Differential equations
Discrete wavelet transforms
Feedback
Mathematics
Nonlinear control systems
Nonlinear systems
Stochastic processes
Stochastic systems
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ISBN9780780343948
0780343948
ISSN0191-2216
DOI10.1109/CDC.1998.757728

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Summary:We consider stochastic nonaffine nonlinear control systems dx/sub t/=f(x/sub t/,u) dt+g(xt,u) d/spl omega//sub t/, /spl omega/ being a standard Wiener process, for which we give a sufficient condition for global stabilization by a bounded smooth state feedback which is explicitly given. This condition generalizes the well known Jurdjevic-Quinn result (1978) for deterministic affine control systems.
ISBN:9780780343948
0780343948
ISSN:0191-2216
DOI:10.1109/CDC.1998.757728