CAJ | 학술논문

本文研究随机双线性系统大范围渐进稳定性。利用数学期望不等式给出了随机双线性系统渐进稳定的新标准。设计了一种非线性状态反馈控制器，利用类Riccati不等式推出了Markov切换随机双线性系统大范围依概率渐进稳定的充分条件。数值算例表明本文提出的方法是可行的。
본문연구수궤쌍선성계통대범위점진은정성。이용수학기망불등식급출료수궤쌍선성계통점진은정적신표준。설계료일충비선성상태반궤공제기，이용류Riccati불등식추출료Markov절환수궤쌍선성계통대범위의개솔점진은정적충분조건。수치산례표명본문제출적방법시가행적。
This paper deals with asymptotical stability in probability in the large for stochastic bilinear systems. Some new criteria for asymptotical stability of such systems have been established in the inequality of mathematic expectation. A su?cient condition for bilinear stochastic jump systems to be asymptotically stable in probability in the large in Markovian switching laws is derived in a couple of Riccati-like inequalities by introducing a nonlinear state feedback controller. An illustra-tive example shows the effectiveness of the method.