摘要:In this talk, a new type stability theorems
for stochastic systems and its application to stochastic stabilization are
introduced. Firstly, a new type of stability theorem for stochastic systems is
introduced. Based on this stability theorem and its corollaries, stochastic
stabilization and destabilization by noise are further investigated. In the
work, 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 note to illustrate the usage and efficiency of the proposed design
method.