On stabilization of linear systems with stochastic disturbances and input saturation

Antonie Arij Stoorvogel, Siep Weiland, Ali Saberi

    Research output: Contribution to conferencePaper

    10 Citations (Scopus)
    36 Downloads (Pure)

    Abstract

    It is well-known that for linear systems internal asymptotic stability implies external stability in the sense that when the external input is in Lp then also the state will be in Lp. However, for the control of linear systems with saturation where the controlled system is nonlinear this implication is no longer directly applicable. Several people have studied the effect of external inputs in Lp either directly or in the context of ISS as introduced by Sontag. In this paper we will study the effect of external stochastic disturbances on linear systems with input saturation and we establish that when we can achieve internal global asymptotic stability then we can also achieve a bounded variance for the state.
    Original languageUndefined
    Pages3007-3012
    Number of pages6
    Publication statusPublished - Dec 2004
    Event43rd IEEE Conference on Decision and Control, CDC 2004 - The Atlantis, Paradise Island, Bahamas
    Duration: 14 Dec 200417 Dec 2004
    Conference number: 43

    Conference

    Conference43rd IEEE Conference on Decision and Control, CDC 2004
    Abbreviated titleCDC
    CountryBahamas
    CityParadise Island
    Period14/12/0417/12/04

    Keywords

    • EWI-16657
    • IR-69072

    Cite this

    Stoorvogel, A. A., Weiland, S., & Saberi, A. (2004). On stabilization of linear systems with stochastic disturbances and input saturation. 3007-3012. Paper presented at 43rd IEEE Conference on Decision and Control, CDC 2004, Paradise Island, Bahamas.