Instabilizability Conditions for Continuous-Time Stochastic Systems Under Control Input Constraints

Autor:	Cetinkaya, Ahmet, Kishida, Masako
Rok vydání:	2021
Předmět:	Electrical Engineering and Systems Science - Systems and Control Mathematics - Optimization and Control
Druh dokumentu:	Working Paper
Popis:	In this paper, we investigate constrained control of continuous-time linear stochastic systems. We show that for certain system parameter settings, constrained control policies can never achieve stabilization. Specifically, we explore a class of control policies that are constrained to have a bounded average second moment for Ito-type stochastic differential equations with additive and multiplicative noise. We prove that in certain settings of the system parameters and the bounding constant of the control constraint, divergence of the second moment of the system state is inevitable regardless of the initial state value and regardless of how the control policy is designed. Comment: Updated style, edited Section II
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2107.09882 Zobrazit plný text záznamu View this record from Arxiv