Impossibility Results for Constrained Control of Stochastic Systems

Ahmet Cetinkaya, Masako Kishida

Research output: Contribution to journalArticlepeer-review


Strictly unstable linear systems under additive and nonvanishing stochastic noise with unbounded supports are known to be impossible to stabilize by using deterministically constrained control inputs. In this article, similar impossibility results are obtained for the scenarios where the control input is probabilistically constrained and the support of the noise distribution is not necessarily unbounded. In particular, control policies that have bounded time-averaged second moments are considered. It is shown that for such control policies, there are critical average moment bounds, below which second moment stabilization of a linear stochastic system is not possible, and moreover, second moment of the state diverges regardless of the choice of control policy and the initial state distribution. Nonnegative-definite Hermitian matrices are exploited to extract sufficient instability conditions that can be assessed by using the eigenstructure of the system matrix and the distribution of the noise. The results indicate that in certain networked control system settings with noise, designing stabilizing constrained controllers is an impossible task, if the probability of successful transmissions of control commands over the network is known to be too small in average.

Original languageEnglish
Pages (from-to)5974-5981
Number of pages8
JournalIEEE Transactions on Automatic Control
Issue number12
Publication statusPublished - 2021 Dec 1
Externally publishedYes


  • Constrained control
  • Instability analysis
  • Networked control
  • Stability analysis
  • Stochastic systems

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Computer Science Applications
  • Electrical and Electronic Engineering


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