| 摘要: |
| This paper investigates a fundamental problem of stabilization for time-varying multiplicative noise stochastic systems. A necessary and sufficient stabilization condition is presented based on the receding horizon approach. The explicit time-varying controller is designed if the condition is satisfied. The presented results are new to the best of our knowledge. |
| 关键词: Receding horizon control, time-varying stochastic system, mean-square stability, multiplicative noise |
| DOI： |
| Received:July 24, 2015Revised:January 07, 2016 |
| 基金项目: |
|
| A necessary and sufficient stabilization condition for discrete time-varying stochastic systems with multiplicative noise |
| R. Gao,X. Liu,H. Zhang |
| (School of Control Science and Engineering, Shandong University; School of Mathematics and Statistics Science, Ludong University) |
| Abstract: |
| This paper investigates a fundamental problem of stabilization for time-varying multiplicative noise stochastic systems. A necessary and sufficient stabilization condition is presented based on the receding horizon approach. The explicit time-varying controller is designed if the condition is satisfied. The presented results are new to the best of our knowledge. |
| Key words: Receding horizon control, time-varying stochastic system, mean-square stability, multiplicative noise |
