Journal
INTERNATIONAL JOURNAL OF CONTROL
Volume 82, Issue 11, Pages 2150-2157Publisher
TAYLOR & FRANCIS LTD
DOI: 10.1080/00207170902968108
Keywords
Brownian motion; suppression; stabilisation; the Ito formula
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Funding
- National Natural Science Foundation of China [50775082]
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In this article, we investigate the stochastic suppression and stabilisation of nonlinear systems. Given an unstable differential equation [image omitted], in which f satisfies the one-sided polynomial growth condition, we introduce two Brownian noise feedbacks and therefore stochastically perturb this system into the nonlinear stochastic differential equation [image omitted]. This article shows that appropriate may guarantee that this stochastic system exists as a unique global solution although the corresponding deterministic may explode in a finite time. Then sufficiently large q may ensure that this stochastic system is almost surely exponentially stable.
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