Mean-square exponential input-to-state stabilization of a stochastic PDE system

摘要

We study the mean-square exponential input-to-state stabilization (exp-ISS) of a Korteweg-de Vries-Burgers (KdVB) equation with Brownian motion. All point measurements are quantized via a logarithmic quantizer. We design a controller for the stochastic control system by adopting Lyapunov direct method. We derive sufficient conditions in terms of linear matrix inequalities (LMIs). Simulation result is presented to show that this method is effective.