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Feedback Stabilization for Sampled Linear Systems with Control-linear Noise
Abstract
In this paper, we consider linear stochastic systems with control-linear noise and periodically sampled measurements. We address the problem of feedback stabilization in the mean-square sense. The main contribution of the paper is to provide a necessary and sufficient condition for feedback stabilization. In particular, we relate feedback stabilizability of the stochastic system to the existence of a fixed point of a Riccati-type algebraic equation and, further, to the existence of a solution to an infinite-horizon optimal control problem.
Related
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- Semi-global exact prescribed-time stabilization of linear systems by bounded linear time-varying feedback
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BibTeX
@misc{cheng2026feedback,
title = {{Feedback Stabilization for Sampled Linear Systems with Control-linear Noise}},
author = {Cynthia Cheng and Xudong Chen},
howpublished = {arXiv},
year = {2026},
month = sep,
doi = {10.48550/arxiv.2609.30438},
eprint = {2609.30438},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2609.30438},
}
RIS
TY - UNPB
TI - Feedback Stabilization for Sampled Linear Systems with Control-linear Noise
AU - Cynthia Cheng
AU - Xudong Chen
PY - 2026
DA - 2026/09/24
PB - arXiv
DO - 10.48550/arxiv.2609.30438
UR - https://arxiv.org/abs/2609.30438
AB - In this paper, we consider linear stochastic systems with control-linear noise and periodically sampled measurements. We address the problem of feedback stabilization in the mean-square sense. The main contribution of the paper is to provide a necessary and sufficient condition for feedback stabilization. In particular, we relate feedback stabilizability of the stochastic system to the existence of a fixed point of a Riccati-type algebraic equation and, further, to the existence of a solution to an infinite-horizon optimal control problem.
ER -