On global external stochastic stabilization of linear systems with input saturation

    Research output: Contribution to journalArticleAcademicpeer-review

    6 Citations (Scopus)

    Abstract

    We consider the problem of global external stochastic stabilization for linear plants with saturating actu- ators, driven by a stochastic external disturbance, and having random Gaussian-distributed initial condi- tions. The aim of this stabilization is to control such plants by a possibly nonlinear static state feedback law that achieves global asymptotic stability in the absence of disturbances, while guaranteeing a bounded variance of the state vector for all time in the presence of disturbances and Gaussian distributed initial conditions. Results for continuous-time open-loop critically stable plants have been obtained before. This paper shows how to extend this result to plants consisting of a chain of integrators. We view our contri- bution in this paper as a first critical step in solving the LQG control problem for linear systems subject to saturated inputs which is a research problem with a long history in our field.
    Original languageUndefined
    Pages (from-to)9-13
    Number of pages5
    JournalAutomatica
    Volume51
    Issue number1
    DOIs
    Publication statusPublished - Jan 2015

    Keywords

    • EWI-25467
    • IR-93654
    • METIS-312462

    Cite this

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    title = "On global external stochastic stabilization of linear systems with input saturation",
    abstract = "We consider the problem of global external stochastic stabilization for linear plants with saturating actu- ators, driven by a stochastic external disturbance, and having random Gaussian-distributed initial condi- tions. The aim of this stabilization is to control such plants by a possibly nonlinear static state feedback law that achieves global asymptotic stability in the absence of disturbances, while guaranteeing a bounded variance of the state vector for all time in the presence of disturbances and Gaussian distributed initial conditions. Results for continuous-time open-loop critically stable plants have been obtained before. This paper shows how to extend this result to plants consisting of a chain of integrators. We view our contri- bution in this paper as a first critical step in solving the LQG control problem for linear systems subject to saturated inputs which is a research problem with a long history in our field.",
    keywords = "EWI-25467, IR-93654, METIS-312462",
    author = "Stoorvogel, {Antonie Arij} and Ali Saberi",
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    year = "2015",
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    doi = "10.1016/j.automatica.2014.10.060",
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    On global external stochastic stabilization of linear systems with input saturation. / Stoorvogel, Antonie Arij; Saberi, Ali.

    In: Automatica, Vol. 51, No. 1, 01.2015, p. 9-13.

    Research output: Contribution to journalArticleAcademicpeer-review

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    T1 - On global external stochastic stabilization of linear systems with input saturation

    AU - Stoorvogel, Antonie Arij

    AU - Saberi, Ali

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    N2 - We consider the problem of global external stochastic stabilization for linear plants with saturating actu- ators, driven by a stochastic external disturbance, and having random Gaussian-distributed initial condi- tions. The aim of this stabilization is to control such plants by a possibly nonlinear static state feedback law that achieves global asymptotic stability in the absence of disturbances, while guaranteeing a bounded variance of the state vector for all time in the presence of disturbances and Gaussian distributed initial conditions. Results for continuous-time open-loop critically stable plants have been obtained before. This paper shows how to extend this result to plants consisting of a chain of integrators. We view our contri- bution in this paper as a first critical step in solving the LQG control problem for linear systems subject to saturated inputs which is a research problem with a long history in our field.

    AB - We consider the problem of global external stochastic stabilization for linear plants with saturating actu- ators, driven by a stochastic external disturbance, and having random Gaussian-distributed initial condi- tions. The aim of this stabilization is to control such plants by a possibly nonlinear static state feedback law that achieves global asymptotic stability in the absence of disturbances, while guaranteeing a bounded variance of the state vector for all time in the presence of disturbances and Gaussian distributed initial conditions. Results for continuous-time open-loop critically stable plants have been obtained before. This paper shows how to extend this result to plants consisting of a chain of integrators. We view our contri- bution in this paper as a first critical step in solving the LQG control problem for linear systems subject to saturated inputs which is a research problem with a long history in our field.

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    KW - IR-93654

    KW - METIS-312462

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