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arXiv 0907.1436math.OC
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具有有界控制输入的边缘稳定噪声线性系的均方有界性

Attaining mean square boundedness of a marginally stable noisy linear system with a bounded control input

Federico Ramponi, Debasish Chatterjee, Andreas Milias-Argeitis, Peter Hokayem, John Lygeros

摘要:

我们构造的控制策略,确保有界方差的噪声边缘稳定的线性系在闭环。假设噪声序列是相互独立的随机向量序列,进入动力学近似,具有有界的四阶矩。控制的大小被要求是噪声的一阶矩的顺序,我们得到的政策是简单的和可计算的。

英文摘要:

We construct control policies that ensure bounded variance of a noisy marginally stable linear system in closed-loop. It is assumed that the noise sequence is a mutually independent sequence of random vectors, enters the dynamics affinely, and has bounded fourth moment. The magnitude of the control is required to be of the order of the first moment of the noise, and the policies we obtain are simple and computable.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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