Stability of Controlled Hamilton Systems Excited by Gaussian White Noise

摘要

A new method is introduced in this paper.This method can be used to study the stability of controlled holonomic Hamilton systems under disturbance of Gaussian white noise.At first,the motion equation of controlled holonomic Hamilton systems excited by Gaussian noise is formulated.A theory to stabilize the system is provided.Finally,one example is given to illustrate the application procedures.