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

2012 ◽  
Vol 45 (3) ◽  
pp. 325-336 ◽  
Author(s):  
Hongji Ma ◽  
Yingmin Jia
Keyword(s):  
Finite Time ◽  
Stochastic Systems ◽  
Mean Square ◽  
Input Output ◽  
Markovian Jump

Input–output finite-time mean square stabilization of nonlinear semi-Markovian jump systems

Automatica ◽  
2019 ◽  
Vol 104 ◽  
pp. 82-89 ◽  
Author(s):  
Huaicheng Yan ◽  
Yongxiao Tian ◽  
Hongyi Li ◽  
Hao Zhang ◽  
Zhichen Li
Keyword(s):  
Finite Time ◽  
Markovian Jump Systems ◽  
Mean Square ◽  
Input Output ◽  
Markovian Jump ◽  
Jump Systems

Stochastic Finite-Time Stabilization for a Class of Nonlinear Markovian Jump Stochastic Systems With Impulsive Effects

2015 ◽  
Vol 137 (4) ◽  
Author(s):  
Wu-Hua Chen ◽  
Chenghai Wei ◽  
Xiaomei Lu
Keyword(s):  
Finite Time ◽  
Stochastic Systems ◽  
Impulsive Effects ◽  
Control Synthesis ◽  
Linear Matrix ◽  
Markovian Jump ◽  
Feedback Controllers ◽  
Finite Time Stability ◽  
And Control ◽  
Stochastic Lyapunov Function

This paper is dedicated to the study of stochastic finite-time stability (SFTS) and control synthesis for a class of nonlinear Markovian jump stochastic systems with impulsive effects. By introducing a time-varying stochastic Lyapunov function with discontinuities at impulse times, an improved criterion for SFTS is derived in terms of linear matrix inequalities (LMIs). Based on the new SFTS criterion, four kinds of finite-time hybrid/continuous-time state feedback controllers are constructed by using the solutions to certain sets of LMIs. The effectiveness of the proposed method is validated through one numerical example.

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