On stabilization of linear systems with stochastic disturbances and input saturation

A.A. Stoorvogel; S. Weiland; A. Saberi

doi:10.1109/CDC.2004.1428925

On stabilization of linear systems with stochastic disturbances and input saturation

A.A. Stoorvogel
, S. Weiland
, A. Saberi

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review

10 Citations (Scopus)

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 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 language	English
Title of host publication	Proceedings 43rd IEEE Conference on Decision and Control, Paradise Island, Bahamas, December 14-17, 2004
Place of Publication	Piscataway NJ, USA
Publisher	Institute of Electrical and Electronics Engineers
Pages	3007-3012
ISBN (Print)	0-7803-8682-5
DOIs	https://doi.org/10.1109/CDC.2004.1428925
Publication status	Published - 2004

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10.1109/CDC.2004.1428925

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title = "On stabilization of linear systems with stochastic disturbances and input saturation",

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 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.",

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On stabilization of linear systems with stochastic disturbances and input saturation. / Stoorvogel, A.A.; Weiland, S.; Saberi, A.
Proceedings 43rd IEEE Conference on Decision and Control, Paradise Island, Bahamas, December 14-17, 2004. Piscataway NJ, USA: Institute of Electrical and Electronics Engineers, 2004. p. 3007-3012.

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review

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T1 - On stabilization of linear systems with stochastic disturbances and input saturation

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AU - Weiland, S.

AU - Saberi, A.

PY - 2004

Y1 - 2004

N2 - 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 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.

AB - 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 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.

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DO - 10.1109/CDC.2004.1428925

M3 - Conference contribution

SN - 0-7803-8682-5

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EP - 3012

BT - Proceedings 43rd IEEE Conference on Decision and Control, Paradise Island, Bahamas, December 14-17, 2004

PB - Institute of Electrical and Electronics Engineers

CY - Piscataway NJ, USA

ER -

On stabilization of linear systems with stochastic disturbances and input saturation

Abstract

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