Title :
A Jurdjevic-Quinn-type theorem for stochastic nonlinear control systems
Author :
Bensoubaya, M. ; Ferfera, A. ; Iggidr, A.
Author_Institution :
Dept. of Math., INRIA Lorraine & Univ. of Metz, France
fDate :
1/1/2000 12:00:00 AM
Abstract :
We consider stochastic nonaffine nonlinear control systems xt =x0+∫0t f(xs,u) ds+∫0t g(xs,u) dωs (written in the sense of Ito), ω being a standard Wiener process, for which we give a sufficient condition for global stabilization by a bounded smooth state feedback that is explicitly given. This condition generalizes the well-known Jurdjevic-Quinn result for deterministic affine control systems
Keywords :
Lyapunov methods; deterministic algorithms; nonlinear control systems; stability; state feedback; stochastic processes; Jurdjevic-Quinn-type theorem; bounded smooth state feedback; deterministic affine control systems; global stabilization; standard Wiener process; stochastic nonlinear control systems; sufficient condition; Controllability; Eigenvalues and eigenfunctions; MONOS devices; Nonlinear control systems; Partial differential equations; Robustness; Stochastic systems;
Journal_Title :
Automatic Control, IEEE Transactions on
