Title :
On the controllability of a class of nonlinear stochastic systems
Author :
Arapostahis, A. ; George, Raju K. ; Ghosh, Mrinal K.
Author_Institution :
Dept. of Electr. & Comput. Eng., Texas Univ., Austin, TX, USA
Abstract :
We study the controllability properties of the class of stochastic differential systems characterized by a linear controlled diffusion perturbed by a bounded Lipschitz nonlinearity. We obtain conditions that guarantee the weak and strong controllability of the system. Also, given any open set in the state space we construct a control such that the hitting time of the set has a finite expectation with respect to all initial conditions
Keywords :
controllability; differential equations; nonlinear control systems; state-space methods; stochastic systems; bounded Lipschitz nonlinearity; linear controlled diffusion; nonlinear stochastic systems; state space; stochastic differential systems; strong controllability; weak controllability; Control systems; Controllability; Extraterrestrial measurements; Feedback control; Linear systems; Mathematics; Nonlinear control systems; State-space methods; Stochastic systems; Sufficient conditions;
Conference_Titel :
Decision and Control, 1998. Proceedings of the 37th IEEE Conference on
Conference_Location :
Tampa, FL
Print_ISBN :
0-7803-4394-8
DOI :
10.1109/CDC.1998.758468
