DocumentCode
294905
Title
A stabilization algorithm for linear controlled SDE´s
Author
Campillo, Fabien ; Traore, A.
Author_Institution
Inst. Nat. de Recherche en Inf. et Autom., Sophia-Antipolis, France
Volume
2
fYear
1995
fDate
13-15 Dec 1995
Firstpage
1034
Abstract
We consider a stochastic differential equation with linear feedback control with a one-dimensional feedback gain parameter. The problem is to find an online algorithm which adjust this gain in order to stabilize the system. We propose a stochastic gradient method which minimize the Lyapunov exponent associated with the solution of this stochastic differential equation. We present some simulation tests
Keywords
Lyapunov methods; conjugate gradient methods; differential equations; feedback; minimisation; stability; stochastic systems; 1D feedback gain parameter; Lyapunov exponent minimization; linear controlled SDE; linear feedback control; online algorithm; stabilization algorithm; stochastic differential equation; stochastic gradient method; Bismuth; Computational modeling; Differential equations; Feedback control; Gradient methods; Integral equations; Linear feedback control systems; Stability; Stochastic processes; Testing;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1995., Proceedings of the 34th IEEE Conference on
Conference_Location
New Orleans, LA
ISSN
0191-2216
Print_ISBN
0-7803-2685-7
Type
conf
DOI
10.1109/CDC.1995.480226
Filename
480226
Link To Document