Almost Periodic Parameters for the Second Moment Stability of Linear Stochastic Systems

Author(s)

Vargas, Alessandro N. ^{[1, 2]} ; do Val, Joao B. R. ^[3]

Affiliation

^[1] Univ Tecnol Fed Paran, UTFPR, BR-86300000 Cornelio Procopio, PR - Brazil

^[2] BCAM, E-48009 Bilbao, Vizcaya - Spain

^[3] Univ Estadual Campinas, UNI CAMP FEEC, Fac Engn Eletr & Comp, BR-13081970 Campinas, SP - Brazil

• Document type: Journal article
• Source: IEEE Transactions on Automatic Control; v. 59, n. 4, p. 1072-1077, APR 2014.
• Web of Science Citations: 1

Abstract

The technical note presents conditions to assure the uniform second moment stability for a class of linear time-varying stochastic systems. The system parameters are assumed to be almost periodic, a concept that is weaker than the periodic one. Under the existence of the long-run average cost associated with the stochastic system, we apply the almost periodicity to prove the desired stability result. An application illustrates the usefulness of the approach by implementing an almost periodic state-feedback strategy to control the velocity of a DC motor device. (AU)

• FAPESP's process: 03/06736-7 - Control and filtering of Markovian jumping parameters stochastic systems
• Grantee: João Bosco Ribeiro do Val
• Support type: Research Projects - Thematic Grants