On external semi-global stochastic stabilization of linear systems with input saturation

This paper introduces the notion of external semi- global stochastic stabilization for linear plants with saturating actuators, driven by a stochastic external disturbance, and having random Gaussian-distributed initial conditions. The aim of this stabilization is to control such plants by a possibly nonlinear static state feedback law that achieves global asymptotic stability in the absence of disturbances, while guaranteeing a bounded variance of the state vector for all time in the presence of disturbances and Gaussian distributed initial conditions. We report complete results for both continuous- and discrete-time open-loop critically stable plants.