随机非完整Hamilton系统的几乎必然样本稳定性  

On Almost Sure Sample Stability of Stochastic Nonholonomic Hamilton System

作　　者：栗苹[1] 尚玫[1] 刘衍平[2] 

机构地区：[1]北京理工大学,北京100081 [2]华北电力大学(北京),北京102206

出　　处：《现代电力》2002年第2期13-17,共5页Modern Electric Power

摘　　要：研究了随机非完整系统的样本稳定性。首先将受非完整约束的力学系统表述为非完整 Hamilton系统 ;然后考虑随机扰动 ,得到随机非完整 Hamilton系统的运动方程 ;最后用推广的 Khasminskii定理判别随机非完整系统的几乎必然样本稳定性。由此可见 ,利用广义 Khasminskii定理讨论了一类特殊的非线性、非完整系统的几乎必然样本稳定性 ,当遍历性条件不满足时应考虑奇异边界的划分问题 ,以及样本函数在各遍历分支上的性态。The almost sure sample stability of the stochastic nonholonomic system is studied.Firstly, the dynamic system subjected to nonholonomic constraints is described as a nonholonomic Hamilton system; Then, the perturbation of stochastic noise is taken into account,and thus, the motion equations of stochastic nonholonomic Hamilton system are obtained. Finally,the almost sure sample stability of nonlinear stochastic nonholonomic system is discriminated using the generalized Khasminskii Theorem.The problem of partition of singular boundaries and the character of the sample on every ergodic branch must be considered when the ergodic property is not satisfied.

关 键 词：随机非完整Hamilton系统 样本稳定性 随机扰动 随机力学系统 

分 类 号：TP271[自动化与计算机技术—检测技术与自动化装置] O3[自动化与计算机技术—控制科学与工程]