M. M. Khrustalev, E. E. Onegin, “Necessary and sufficient conditions for optimal stabilization of quasi-linear stochastic systems”, Avtomat. i Telemekh., 2019, Issue 7,Pages <nobr>89

This article is cited in 4 papers

Stochastic Systems

Necessary and sufficient conditions for optimal stabilization of quasi-linear stochastic systems

M. M. Khrustalev^ab, E. E. Onegin^ab

^a Trapeznikov Institute of Control Sciences, Russian Academy of Sciences, Moscow, Russia
^b Moscow Aviation Institute, Moscow, Russia

Abstract: A wide class of admissible control strategies that guarantee the mean-square stabilization of a stochastic system is considered. Necessary and sufficient conditions for the opti-mality of a linear time-invariant controller are established. The difference between the stated problem and the optimal control problem on an infinite time interval is demonstrated. The obtained optimality conditions are illustrated by the example of stabilization of an artificial Earth satellite in the neighborhood of a circular orbit.

Keywords: quasi-linear stochastic systems, optimal stabilization, linear controller.

Presented by the member of Editorial Board: A. I. Kibzun

Received: 01.02.2018
Revised: 20.10.2018
Accepted: 08.11.2018

DOI: 10.1134/S0005231019070031