Title :
Time-varying feedback stabilization of nonlinear stochastic systems without drift
Author :
Florchinger, Patrick
Abstract :
We state sufficient conditions under which a general nonlinear stochastic differential system without drift is globally asymptotically stabilizable in probability by time-varying state feedback. The technique developed for the design of a time-varying stabilizing smooth state feedback law is based on the stochastic Lyapunov theory together with the passivity of stochastic systems.
Keywords :
Lyapunov methods; asymptotic stability; nonlinear systems; probability; state feedback; stochastic systems; asymptotic stability; nonlinear stochastic differential system; probability; stochastic Lyapunov theory; stochastic systems; time-varying feedback stabilization; time-varying state feedback; Control systems; Karhunen-Loeve transforms; Lyapunov method; State feedback; Stochastic processes; Stochastic systems; Sufficient conditions; Time varying systems;
Conference_Titel :
Decision and Control, 2004. CDC. 43rd IEEE Conference on
Print_ISBN :
0-7803-8682-5
DOI :
10.1109/CDC.2004.1430273
