Title :
Stabilization of stochastic differential systems via passivity
Author :
Daumail, Laurent
Author_Institution :
Metz Univ., France
Abstract :
In this paper, nonlinear stochastic differential systems where both the drift and the diffusion terms depend on some control law are considered. It is assumed that these systems are passive, which occurs in particular when they are Lyapunov stable in probability. Then, different kinds of stabilizers can be designed.
Keywords :
differential equations; feedback; nonlinear systems; probability; stability; stochastic systems; Lyapunov; diffusion terms; nonlinear systems; passive stochastic system; probability; stability; state feedback; stochastic differential equation; stochastic differential systems; Control systems; Differential equations; Lyapunov method; Measurement standards; Nonlinear control systems; Output feedback; Stability; State feedback; Stochastic processes; Stochastic systems;
Conference_Titel :
Decision and Control, 2002, Proceedings of the 41st IEEE Conference on
Print_ISBN :
0-7803-7516-5
DOI :
10.1109/CDC.2002.1184563
