Abstract

This paper addresses the problem of stabilizing a part of variables for control systems described by stochastic differential equations of the Itô type. The considered problem is related to the asymptotic stability property of invariant sets and has important applications in mechanics and engineering. Sufficient conditions for the asymptotic stability of an invariant set are proposed by using a stochastic version of LaSalle’s invariance principle. These conditions are applied for constructing the state feedback controllers in the problem of single-axis stabilization of a rigid body. The cases of control torques generated by jet engines and rotors are considered as illustrations of the proposed control design methodology.

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