| On Stabilization of It Stochastic Time-Varying Systems |
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| 摘 要： | The stabilization with receding horizon control(RHC) of It stochastic time-varying systems is studied in this paper. Based on monotonically non-increasing of optimal cost and stochastic Lyapunov stability theory, a necessary and sufficient stabilization condition on the terminal weighting matrix is proposed, which guarantees the mean-square stability of the closed-loop system. The explicit receding horizon controller is obtained by employing stochastic maximum principle. Simulations demonstrate the effectiveness of the proposed method.
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On stabilization of Itô stochastic time-varying systems |
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| Authors: | Rong Gao Huanshui Zhang |
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| Institution: | 1.School of Control Science and Engineering,Shandong University,Jinan,China;2.School of Mathematics and Statistics Science,Ludong University,Yantai,China |
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| Abstract: | The stabilization with receding horizon control (RHC) of Itô stochastic time-varying systems is studied in this paper. Based on monotonically non-increasing of optimal cost and stochastic Lyapunov stability theory, a necessary and sufficient stabilization condition on the terminal weighting matrix is proposed, which guarantees the mean-square stability of the closed-loop system. The explicit receding horizon controller is obtained by employing stochastic maximum principle. Simulations demonstrate the effectiveness of the proposed method. |
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