Preliminary result on stochastic system control theory for aperiod sample-data systems

24 Feb 2018 Hu Chunhe Wu Dan Zhang Junguo Chen Zongji

In this paper, we obtain some preliminary results on stochastic control theory for time-varying linear systems both continuous and discrete, and further apply to aperiod sample-data linear systems. The Ito's lemma is utilized in this proposed theory, and deduced that the stability of a linear time-varying system is determined by the eigenvalues expectation of system matrix, which coincidences with the stable conditions for time-invariant system, i.e. Hurwitz for continuous systems or inside the unit circle for discrete systems... (read more)

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