On exact controllability of Itô stochastic systems with input delay

被引:0
|
作者
Wang, Wenjing [1 ]
Wang, Wei [1 ]
Xu, Juanjuan [1 ]
机构
[1] Shandong Univ, Sch Control Sci & Engn, Jinan 250061, Shandong, Peoples R China
基金
中国国家自然科学基金;
关键词
It & ocirc; stochastic systems; Exact controllability; BSDEs; Multiplicative noise; Input delay; MULTIPLE DELAYS; OBSERVABILITY; EQUATIONS; STABILIZATION; NOISE;
D O I
10.1016/j.isatra.2024.10.032
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
This paper considers the exact controllability of It & ocirc; stochastic systems with input delay. In particular, one delay-free controller and one delayed controller are involved in the systems which complicates the study due to the inconsistency of adaptiveness caused by input delay. The main contribution of this paper is to provide the necessary and sufficient Gramian matrix condition and the necessary Rank condition for the exact controllability. The key is to solve the backward stochastic differential equations (BSDEs) with input delay.
引用
收藏
页码:282 / 289
页数:8
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