Instabilizability Conditions for Continuous-Time Stochastic Systems Under Control Input Constraints

Ahmet Cetinkaya, Masako Kishida

研究成果: Article査読

抄録

In this paper, we investigate constrained control of continuous-time linear stochastic systems. We show that for certain system parameter settings, constrained control policies can never achieve stabilization. Specifically, we explore a class of control policies that are constrained to have a bounded average second moment for Ito-type stochastic differential equations with additive and multiplicative noise. We prove that in certain settings of the system parameters and the bounding constant of the control constraint, divergence of the second moment of the system state is inevitable regardless of the initial state value and regardless of how the control policy is designed.

本文言語English
ジャーナルIEEE Control Systems Letters
DOI
出版ステータスAccepted/In press - 2021
外部発表はい

ASJC Scopus subject areas

  • 制御およびシステム工学
  • 制御と最適化

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