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2015~2016学年第二学期第五周学术活动安排6

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信息科学与工程学院

201641(星期五)下午14:30

教十楼409

学术报告厅

A New Type of Stability Theorem for Stochastic Systems with Application to Stochastic Stabilization

Feiqi Deng

Professor

South China University of Technology

何明

027-68862349

 

                                                                                            欢迎广大师生前往!

                                                                                                  校科协 信息科学与工程学院

Biography

Feiqi Deng was born in 1962. He received the Ph.D. degree in control theory and control engineering from South China University of Technology, Guangzhou, in June 1997. Since October 1999, he has been a professor with South China University of Technology and the director of the Systems Engineering Institute of the university. He is currently a member of Technical Committee on Control Theory (TCCT), Chinese Association of Automation, and now he is serving as the chairs of the IEEE CSS Guangzhou Chapter and IEEE SMC Guangzhou Chapter, a vice editor-in-chief of Journal of South China University of Technology, and a member of the editorial boards of the following journals: Control Theory and Applications, All about Systems and Control, Journal of Systems Engineering and Electronics, and Journal of Systems Engineering, etc. His main research interests include stability, stabilization, and robust control theory of complex systems, including time-delay systems, nonlinear systems and stochastic systems. He has published over three hundreds of journal papers on IEEE Transactions on Automatic Control, Automatica, SIAM Journal of Control and Optimization, International Journal of Systems Science and Systems & Control Letters etc. E-mail: aufqdeng@scut.edu.cn.

 

Abstract

In the talk, a new type of stability theorem for stochastic systems is established firstly. Based on this stability theorem and its corollaries, stochastic stabilization and destabilization by noise are further investigated. In the note, the local Lipschitz condition is weakened to the generalized local Lipschitz condition. The commonly used linear growth condition or one-side linear growth condition is weakened to the generalized one-side linear growth condition, which is local, variable and nonlinear, admits nearly arbitrary variability in the time and real nonlinearity in the state. As an application, a simple and direct design method is proposed for finding a noise strength g(t; x) so that the added noise g(t; x)dB(t) stabilizes an unstable stochastic system or destabilizes a stable one. A numerical example is presented at the end of the talk to illustrate the usage and efficiency of the proposed design method.

 

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