58556

Автор(ы): 

Автор(ов): 

2

Параметры публикации

Тип публикации: 

Доклад

Название: 

Terminal Invariance Sufficient Conditions for Jump Stochastic Systems

Электронная публикация: 

Да

ISBN/ISSN: 

978-3-90714-402-2

DOI: 

10.23919/ECC51009.2020.9143933

Наименование конференции: 

  • 2020 European Control Conference (ECC 20, Saint Petersburg, Russia)

Наименование источника: 

  • Proceedings of the 2020 European Control Conference (ECC 20, Saint Petersburg, Russia)

Город: 

  • Санкт-Петербург

Издательство: 

  • IEEE

Год издания: 

2020

Страницы: 

https://ieeexplore.ieee.org/document/9143933
Аннотация
In this work, we present conditions of terminal invariance for nonlinear controllable dynamical stochastic systems with jumps. Jump component has the form of integral over Poisson random measure. We assume that the measure parameters (intensity and distribution of jump values) are time-dependent. Thus, the systems under consideration describe piecewise continuous stochastic processes with additional randomness in times and sizes of gaps. The initial condition is fixed. Terminal invariance means that some given functional (terminal criterion) is constant with probability 1. Here we formulate sufficient conditions for terminal invariance, which allow us to calculate this value explicitly. In model examples we show how these conditions can be used. The examples demonstrate the key property of terminal invariant control: to parry any possible realization of the random jump process.

Библиографическая ссылка: 

Хрусталев М.М., Царьков К.А. Terminal Invariance Sufficient Conditions for Jump Stochastic Systems / Proceedings of the 2020 European Control Conference (ECC 20, Saint Petersburg, Russia). СПб.: IEEE, 2020. С. https://ieeexplore.ieee.org/document/9143933.