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JOURNALS // Problemy Peredachi Informatsii // Archive

Probl. Peredachi Inf., 1969 Volume 5, Issue 1, Pages 87–93 (Mi ppi1788)

Stabilization of a Linear System by Indirect Control in the Presence of Random Noise

M. B. Nevel'son


Abstract: We study a linear control system in which random noise can influence only the rate of change of the control. Assuming that the corresponding deterministic system is completely controllable, we isolate a class of random noise processes for which it is possible to stabilize (in some sense or another) the given stochastic system.

UDC: 519.27

Received: 11.01.1968


 English version:
Problems of Information Transmission, 1969, 5:1, 71–76

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