具有乘性噪声和控制约束的离散随机系统的精确可控性

IF 5.9 2区计算机科学 Q1 AUTOMATION & CONTROL SYSTEMS

Automatica Pub Date : 2025-08-22 DOI:10.1016/j.automatica.2025.112519

Juanjuan Xu , Huanshui Zhang , Minyue Fu , Wenjing Wang

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引用次数: 0

摘要

本文研究了具有乘性噪声的离散线性时变随机系统的精确可控性。特别是，控制器被约束在一个有界集合中。主要贡献是给出了无穷级数发散的控制约束可控性的充分必要条件。进一步给出了验证控制约束可控性的充分条件。关键是利用控制器的一部分对扩散项进行解耦，并通过设计控制器的另一部分将终端值为零的后向随机系统驱动为任意初始值。数值算例验证了所得结果的有效性。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Exact controllability of discrete-time stochastic system with multiplicative noise and control constraint

In this paper, we study the exact controllability of discrete-time linear time-varying stochastic systems with multiplicative noise. In particular, the controllers are constrained in a bounded set. The main contribution is to present the necessary and sufficient condition for the control constrained controllability in terms of the divergence of an infinite series. Furthermore, we propose some sufficient conditions to verify the control constrained controllability. The key is to decouple the diffusion term by using one part of the controller and drive a backward stochastic system with zero terminal value to arbitrary initial value by designing the other part of the controller. Numerical examples demonstrate the effectiveness of the results.

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来源期刊

Automatica 工程技术-工程：电子与电气

CiteScore

10.70

自引率

7.80%

发文量

617

审稿时长

5 months

期刊介绍： Automatica is a leading archival publication in the field of systems and control. The field encompasses today a broad set of areas and topics, and is thriving not only within itself but also in terms of its impact on other fields, such as communications, computers, biology, energy and economics. Since its inception in 1963, Automatica has kept abreast with the evolution of the field over the years, and has emerged as a leading publication driving the trends in the field. After being founded in 1963, Automatica became a journal of the International Federation of Automatic Control (IFAC) in 1969. It features a characteristic blend of theoretical and applied papers of archival, lasting value, reporting cutting edge research results by authors across the globe. It features articles in distinct categories, including regular, brief and survey papers, technical communiqués, correspondence items, as well as reviews on published books of interest to the readership. It occasionally publishes special issues on emerging new topics or established mature topics of interest to a broad audience. Automatica solicits original high-quality contributions in all the categories listed above, and in all areas of systems and control interpreted in a broad sense and evolving constantly. They may be submitted directly to a subject editor or to the Editor-in-Chief if not sure about the subject area. Editorial procedures in place assure careful, fair, and prompt handling of all submitted articles. Accepted papers appear in the journal in the shortest time feasible given production time constraints.