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arXiv · 0907.1436

Attaining mean square boundedness of a marginally stable noisy linear system with a bounded control input

Federico Ramponi·Debasish Chatterjee·Andreas Milias-Argeitis·Peter Hokayem·John Lygeros
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Abstract

We construct control policies that ensure bounded variance of a noisy marginally stable linear system in closed-loop. It is assumed that the noise sequence is a mutually independent sequence of random vectors, enters the dynamics affinely, and has bounded fourth moment. The magnitude of the control is required to be of the order of the first moment of the noise, and the policies we obtain are simple and computable.

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Federico Ramponi, Debasish Chatterjee, Andreas Milias-Argeitis, Peter Hokayem, John Lygeros. 2010-01-26. Attaining mean square boundedness of a marginally stable noisy linear system with a bounded control input. https://doi.org/10.1109/tac.2010.2054850

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