Title :
Stability of adaptively stabilized stochastic systems
Author :
Chen, Han-Fu ; Cao, Xian-Bing ; Fang, Hai-Tao
Author_Institution :
Lab. of Syst. & Control, Acad. Sinica, Beijing, China
fDate :
11/1/2001 12:00:00 AM
Abstract :
Stochastic adaptive stabilization usually leads to the boundedness of the average of squared output of the stabilized system, but gives no conclusion on stability of the resulting system. This paper proves that adaptively stabilized stochastic system in its steady state is truly stable in the conventional sense
Keywords :
adaptive control; autoregressive moving average processes; closed loop systems; performance index; stability; stochastic systems; ARMA process; adaptive control; closed-loop system; performance index; stability; stabilization; stochastic systems; Adaptive control; Adaptive systems; Automatic control; Feedback control; Polynomials; Programmable control; Random variables; Stability; Steady-state; Stochastic systems;
Journal_Title :
Automatic Control, IEEE Transactions on
