Stabilisation of semi-Markovian jump stochastic systems via asynchronous switching control

Author(s):  
Jiamin Liu ◽  
Zhao-Yan Li
2021 ◽  
Author(s):  
Ronghao Wang ◽  
Yinping Wu ◽  
Jianchun Xing ◽  
Xia Qin ◽  
Zhengrong Xiang

2015 ◽  
Vol 82 (5) ◽  
Author(s):  
Rong-Hua Huan ◽  
Wei-qiu Zhu ◽  
Fai Ma ◽  
Zu-guang Ying

Systems whose specifications change abruptly and statistically, referred to as Markovian-jump systems, are considered in this paper. An approximate method is presented to assess the stationary response of multidegree, nonlinear, Markovian-jump, quasi-nonintegrable Hamiltonian systems subjected to stochastic excitation. Using stochastic averaging, the quasi-nonintegrable Hamiltonian equations are first reduced to a one-dimensional Itô equation governing the energy envelope. The associated Fokker–Planck–Kolmogorov equation is then set up, from which approximate stationary probabilities of the original system are obtained for different jump rules. The validity of this technique is demonstrated by using a nonlinear two-degree oscillator that is stochastically driven and capable of Markovian jumps.


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