摘要
研究随机系统 dx =( Ax- Bu) dt+ ( Cx+ Du) d W的能稳性 ,首先给出了系统能稳性的一个充分必要条件 。
The stabilizability of the following stochastic system:dx=(Ax+Bu)dt+(Cx+Du)dW is studied in this paper,Firstly,a sufficient and necessary condition,which guarantees this stochastic system to be stabilizable,is given.Secondly,by constructiong a counterexample an error in the previous paper is pointed out.
出处
《工程数学学报》
CSCD
北大核心
2000年第1期129-132,共4页
Chinese Journal of Engineering Mathematics
基金
Projected by the Natural Science Foundation of Shandong Province
关键词
随机系统
能稳性
充要条件
Stabilizability,Lyapunov type equation,algebraic Riccati equation
