4.7 Article

Input-output finite-time mean square stabilisation of stochastic systems with Markovian jump

期刊

INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE
卷 45, 期 3, 页码 325-336

出版社

TAYLOR & FRANCIS LTD
DOI: 10.1080/00207721.2012.720299

关键词

finite-time stability; Markovian jump; stochastic systems; Hamilton Jacobi inequality; linear matrix inequality

资金

  1. National 973 Program [2012CB821200]
  2. NSFC [61134005, 60921001, 90916024, 91116016]
  3. Chunlei Project of SDUST [2009AZZ074]

向作者/读者索取更多资源

The notion of input-output finite-time mean square (IO-FTMS) stability is introduced for Ito-type stochastic systems with Markovian jump parameters. Concerning a class of random input signals W, sufficient conditions are presented for the IO-FTMS stability and stabilisation of stochastic nonlinear Markov jump systems in terms of coupled Hamilton-Jacobi inequalities. When specialising to the linear case, these criteria are turned into coupled linear matrix inequalities. Moreover, the quadratic IO-FTMS stabilisation is addressed when polytopic uncertainty appears in the transition rate. Finally, a numerical example with simulations is exploited to illustrate the proposed techniques.

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