Almost sure stability and stabilization of discrete-time stochastic systems

2015 ◽  
Vol 82 ◽  
pp. 26-32 ◽  
Author(s):  
Lirong Huang ◽  
Håkan Hjalmarsson ◽  
Heinz Koeppl
Keyword(s):  
Discrete Time ◽  
Stochastic Systems ◽  
Almost Sure Stability ◽  
Stability And Stabilization

scholarly journals Robust Quadratic Stabilizability and H∞ Control of Uncertain Linear Discrete-Time Stochastic Systems with State Delay

2016 ◽  
Vol 2016 ◽  
pp. 1-11 ◽  
Author(s):  
Xiushan Jiang ◽  
Xuemin Tian ◽  
Weihai Zhang
Keyword(s):  
Discrete Time ◽  
Stochastic Systems ◽  
Linear Matrix ◽  
Sufficient Condition ◽  
Feedback Controllers ◽  
State Delay ◽  
Quadratic Stability ◽  
Stability And Stabilization ◽  
The Stability ◽  
Theoretical Results

This paper mainly discusses the robust quadratic stability and stabilization of linear discrete-time stochastic systems with state delay and uncertain parameters. By means of the linear matrix inequality (LMI) method, a sufficient condition is, respectively, obtained for the stability and stabilizability of the considered system. Moreover, we design the robust H∞ state feedback controllers such that the system with admissible uncertainties is not only quadratically internally stable but also robust H∞ controllable. A sufficient condition for the existence of the desired robust H∞ controller is obtained. Finally, an example with simulations is given to verify the effectiveness of our theoretical results.

scholarly journals Robust Stability and Stabilization of a Class of Uncertain Nonlinear Discrete-Time Stochastic Systems with Interval Time-Varying Delays

2016 ◽  
Vol 2016 ◽  
pp. 1-13 ◽  
Author(s):  
Shuang Liang ◽  
Yali Dong
Keyword(s):  
Discrete Time ◽  
Stochastic Stability ◽  
Stochastic Systems ◽  
Sufficient Conditions ◽  
Linear Matrix ◽  
Time Varying ◽  
Interval Time ◽  
Stochastic Stabilization ◽  
Stability And Stabilization ◽  
Delay Dependent

This paper deals with the problems of the robust stochastic stability and stabilization for a class of uncertain discrete-time stochastic systems with interval time-varying delays and nonlinear disturbances. By utilizing a new Lyapunov-Krasovskii functional and some well-known inequalities, some new delay-dependent criteria are developed to guarantee the robust stochastic stability of a class of uncertain discrete-time stochastic systems in terms of the linear matrix inequality (LMI). Then based on the state feedback controller, the delay-dependent sufficient conditions of robust stochastic stabilization for a class of uncertain discrete-time stochastic systems with interval time-varying delays are established. The controller gain is designed to ensure the robust stochastic stability of the closed-loop system. Finally, illustrative examples are given to demonstrate the effectiveness of the proposed method.

scholarly journals Finite-time Stochastic Stability and Stabilization for Uncertain Discrete-time Stochastic Systems with Time-varying Delay

2021 ◽  
Vol 20 ◽  
pp. 244-251
Author(s):  
Xinyue Tang ◽  
Yali Dong ◽  
Meng Liu
Keyword(s):  
Discrete Time ◽  
Stochastic Stability ◽  
Finite Time ◽  
Stochastic Systems ◽  
Sufficient Conditions ◽  
Functional Method ◽  
Time Varying ◽  
Time Varying Delay ◽  
Stability And Stabilization ◽  
Varying Delay

This paper deals with the problems of finite-time stochastic stability and stabilization for discrete-time stochastic systems with parametric uncertainties and time-varying delay. Using the Lyapunov-Krasovskii functional method, some sufficient conditions of finite-time stochastic stability for a class of discrete-time stochastic uncertain systems are established in term of matrix inequalities. Then, a new criterion is proposed to ensure the closed-loop system is finite-time stochastically stable. The controller gain is designed. Finally, two numerical examples are given to illustrate the effectiveness of the proposed results.

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