| 随机镇定与反镇定概述 |
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| 引用本文： | 黄礼荣,邓飞其,宋明辉.随机镇定与反镇定概述[J].南京气象学院学报,2017,9(3):262-273. |
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| 作者姓名： | 黄礼荣 邓飞其 宋明辉 |
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| 作者单位： | 华南理工大学 自动化科学与工程学院, 广州, 510641;华南理工大学 自动化科学与工程学院, 广州, 510641;哈尔滨工业大学 理学院, 哈尔滨, 150001 |
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| 摘 要： | 本文概述了随机镇定与反镇定理论的研究现状.主要回顾了一个微分方程的随机镇定与反镇定普遍理论及其发展，并围绕该理论的应用和扩展从四个方面阐述连续时间系统噪声镇定理论的当前发展概况.此外，本文还概述了离散时间系统随机镇定方面的最新进展.
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| 关 键 词： | 几乎必然稳定性 连续时间系统 离散时间系统 噪声镇定 随机微分方程 随机镇定 |
| 收稿时间： | 2017/4/1 0:00:00 |
Stochastic stabilization and destabilization:A survey |
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| HUANG Lirong,DENG Feiqi and SONG Minghui.Stochastic stabilization and destabilization:A survey[J].Journal of Nanjing Institute of Meteorology,2017,9(3):262-273. |
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| Authors: | HUANG Lirong DENG Feiqi and SONG Minghui |
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| Institution: | School of Automation Science and Engineering, South China University of Technology, Guangzhou 510641;School of Automation Science and Engineering, South China University of Technology, Guangzhou 510641;School of Science, Harbin Institute of Technology, Harbin 150001 |
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| Abstract: | This paper provides an overview of recent advances of theory on stochastic stabilization and destabilization.The paper reviews a general theory on stochastic stabilization and destabilization of continuous-time systems and then illustrates the developments of theory on stabilization by noise with the applications and generalizations of this theory from four aspects.Moreover,this paper reviews some recent development of stochastic stabilization for discrete-time systems. |
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| Keywords: | almost sure stability continuous-time systems discrete-time systems stabilization by noise stochastic differential equations stochastic stabilization |
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