Almost sure stability of hybrid stochastic systems under asynchronous Markovian switching

2019 ◽  
Vol 133 ◽  
pp. 104556
Author(s):  
Shixian Luo ◽  
Feiqi Deng ◽  
Bo Zhang ◽  
Zhipei Hu
Keyword(s):  
Stochastic Systems ◽  
Markovian Switching ◽  
Almost Sure Stability ◽  
Hybrid Stochastic Systems

scholarly journals Almost Sure Stability and Stabilization for Hybrid Stochastic Systems with Time-Varying Delays

2012 ◽  
Vol 2012 ◽  
pp. 1-21 ◽  
Author(s):  
Hua Yang ◽  
Huisheng Shu ◽  
Xiu Kan ◽  
Yan Che
Keyword(s):  
Stochastic Systems ◽  
Sufficient Conditions ◽  
Delay Systems ◽  
Linear Matrix ◽  
Time Varying ◽  
Almost Sure Stability ◽  
Martingale Inequality ◽  
Stochastic Delay ◽  
Hybrid Stochastic Systems ◽  
Linear State

The problems of almost sure (a.s.) stability and a.s. stabilization are investigated for hybrid stochastic systems (HSSs) with time-varying delays. The different time-varying delays in the drift part and in the diffusion part are considered. Based on nonnegative semimartingale convergence theorem, Hölder’s inequality, Doob’s martingale inequality, and Chebyshev’s inequality, some sufficient conditions are proposed to guarantee that the underlying nonlinear hybrid stochastic delay systems (HSDSs) are almost surely (a.s.) stable. With these conditions, a.s. stabilization problem for a class of nonlinear HSDSs is addressed through designing linear state feedback controllers, which are obtained in terms of the solutions to a set of linear matrix inequalities (LMIs). Two numerical simulation examples are given to show the usefulness of the results derived.

scholarly journals Finite-TimeH∞Control for Time-Delayed Stochastic Systems with Markovian Switching

2014 ◽  
Vol 2014 ◽  
pp. 1-10 ◽  
Author(s):  
Wenhua Gao ◽  
Feiqi Deng ◽  
Ruiqiu Zhang ◽  
Wenhui Liu
Keyword(s):  
Finite Time ◽  
State Feedback ◽  
Stochastic Systems ◽  
Sufficient Conditions ◽  
Markovian Switching ◽  
Time Stability ◽  
Finite Time Stability ◽  
Weighting Matrix ◽  
Simulation Results ◽  
Dependent State

This paper studies the problem of finite-timeH∞control for time-delayed Itô stochastic systems with Markovian switching. By using the appropriate Lyapunov-Krasovskii functional and free-weighting matrix techniques, some sufficient conditions of finite-time stability for time-delayed stochastic systems with Markovian switching are proposed. Based on constructing new Lyapunov-Krasovskii functional, the mode-dependent state feedback controller for the finite-timeH∞control is obtained. Simulation results illustrate the effectiveness of the proposed method.

Exponential stability for nonlinear hybrid stochastic systems with time varying delays of neutral type

2020 ◽  
Vol 107 ◽  
pp. 106468
Author(s):  
Lichao Feng ◽  
Zhihui Wu ◽  
Jinde Cao ◽  
Shiqiu Zheng ◽  
Fuad E. Alsaadi
Keyword(s):  
Exponential Stability ◽  
Stochastic Systems ◽  
Neutral Type ◽  
Time Varying ◽  
Hybrid Stochastic Systems ◽  
Nonlinear Hybrid

Stabilisation of hybrid stochastic systems by disordered controllers

2014 ◽  
Vol 8 (13) ◽  
pp. 1154-1162 ◽  
Author(s):  
Guoliang Wang ◽  
Shengyuan Xu ◽  
Yun Zou
Keyword(s):  
Stochastic Systems ◽  
Hybrid Stochastic Systems
Sign in / Sign up

Export Citation Format

Share Document