On global external stochastic stabilization of linear systems with input saturation

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    We consider the problem of global external stochastic stabilization for linear plants with saturating actuators, driven by a stochastic external disturbance, and having random Gaussian-distributed initial conditions. 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. The goal of this paper is to extend this result to critically unstable plants. We view our contribution 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
    Title of host publicationAmerican Control Conference, ACC 2015
    Place of PublicationPiscataway, NJ, USA
    Number of pages6
    ISBN (Print)978-1-4799-8686-6
    Publication statusPublished - 1 Jul 2015
    Event2015 American Control Conference, ACC 2015 - Chicago, United States
    Duration: 1 Jul 20153 Jul 2015

    Publication series



    Conference2015 American Control Conference, ACC 2015
    Abbreviated titleACC
    Country/TerritoryUnited States


    • EWI-26614
    • METIS-315610
    • IR-99223

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