An impossibility result concerning bounded average-moment control of linear stochastic systems

Ahmet Cetinkaya, Masako Kishida

研究成果: Conference article査読

抄録

It is known that strictly unstable linear systems that are subject to nonvanishing additive stochastic noise with unbounded supports cannot be stabilized by using deterministically bounded control inputs. In this paper, we explore similar impossibility results for scenarios where the expected value of the squared control input norm is subject to constraints and the support of the noise distribution is not necessarily unbounded. Specifically, we consider the stabilization problem with control policies that have bounded time-averaged second moments. We obtain values of such average second moment bounds, below which stabilization is not possible and the second moment of the state diverges regardless of the choice of the control policy and the initial state distribution. The results are illustrated with a numerical example.

本文言語English
ページ(範囲)2267-2272
ページ数6
ジャーナルIFAC-PapersOnLine
53
2
DOI
出版ステータスPublished - 2020
外部発表はい
イベント21st IFAC World Congress 2020 - Berlin, Germany
継続期間: 2020 7月 122020 7月 17

ASJC Scopus subject areas

  • 制御およびシステム工学

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