Stochastic controllability of linear discrete systems with multiplicative noise
作者:
SIDNEYE. HARRIS,
期刊:
International Journal of Control
(Taylor Available online 1978)
卷期:
Volume 27,
issue 2
页码: 213-227
ISSN:0020-7179
年代: 1978
DOI:10.1080/00207177808922359
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
This paper is concerned with a detailed study of controllability for a broad class of discrete linear stochastic systems with multiplicative state-dependent and control-dependent noise. Comparatively analysed are two approaches to the problem : the first employs a stochastic Liapunov-like function, and the second uses the well-known Chebyshev probability bound. It is shown for discrete systems with multiplicative noise that the Chebyshev approach is more suitable in general systems application.
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