期刊文献+

Finite-time stability and stabilization of Markovian switching stochastic systems with impulsive effects 被引量:1

Finite-time stability and stabilization of Markovian switching stochastic systems with impulsive effects
在线阅读 下载PDF
导出
摘要 Many practical systems in physics, biology, engineer- ing and information science exhibit impulsive dynamical behaviors due to abrupt changes at certain instants during the dynami- cal processes. The problems of finite-time stab!lity analysis are investigated for a class of Markovian switching stochastic sys- tems, in which exist impulses at the switching instants. Multiple Lyapunov techniques are used to derive sufficient conditions for finite-time stochastic stability of the overall system. Furthermore, a state feedback controller, which stabilizes the closed loop sys- tems in the finite-time sense, is then addressed. Moreover, the controller appears not only in the shift part but also in the diffu- sion part of the underlying stochastic subsystem. The results are reduced to feasibility problems involving linear matrix inequalities (LMIs). A numerical example is presented to illustrate the proposed methodology. Many practical systems in physics, biology, engineer- ing and information science exhibit impulsive dynamical behaviors due to abrupt changes at certain instants during the dynami- cal processes. The problems of finite-time stab!lity analysis are investigated for a class of Markovian switching stochastic sys- tems, in which exist impulses at the switching instants. Multiple Lyapunov techniques are used to derive sufficient conditions for finite-time stochastic stability of the overall system. Furthermore, a state feedback controller, which stabilizes the closed loop sys- tems in the finite-time sense, is then addressed. Moreover, the controller appears not only in the shift part but also in the diffu- sion part of the underlying stochastic subsystem. The results are reduced to feasibility problems involving linear matrix inequalities (LMIs). A numerical example is presented to illustrate the proposed methodology.
出处 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2010年第2期254-260,共7页 系统工程与电子技术(英文版)
基金 supported in part by the National Natural Science Foundation of China(60374015)
关键词 finite-time stability impulsive systems Markovian switching Brownian motion linear matrix inequalities (LMIs) sta- bilization. finite-time stability, impulsive systems, Markovian switching, Brownian motion, linear matrix inequalities (LMIs), sta- bilization.
  • 相关文献

参考文献23

  • 1H. I. Kushner, E Dupuis. Numerical methods for stochastic control problems in continuous time. New York: Springer-Verlag, 2001.
  • 2X. C. Xie, G. Wei, K. P. Wu, et al. Link reliability based hybrid routing for tactical mobile and hoc network. Journal of Systems Engineering and Electronics, 2008, 19(2): 259-267.
  • 3Y. Ji, H. J. Chizeck. Controllability, stability and continuoustime Markovian jump linear quadratic control. IEEE Trans. on Automatic Control, 1990, 35(7): 777-788.
  • 4X. Mao. Stability of stochastic differential equations with Markovian switching. Stochastic Process and Application, 1999, 79(1): 45-67.
  • 5L. Hu, P. Shi, B. Huang. Stochastic stability and robust control for sampled-data systems with Markovian jump parameters. Journal of Mathematical Analysis and Applications, 2006, 313(2): 504-517.
  • 6V. Dragan, T. Morozan. Stability and robust stabilization to linear stochastic systems described by differential equations with Markovian jumping and multiplicative white noise. Stochastic Analysis and Applications, 2002, 20(1): 33-92.
  • 7P. Dorato. Short time stability in linear time-varying systems. Proc. of IRE International Convention Record Part 4, 1961, (1): 83-87.
  • 8L. Weiss, E. F. Infante. Finite time stability under perturbing forces and on product spaces. IEEE Trans. on Automatic Control, 1967, 12(1): 54-59.
  • 9H. D. Angelo. Linear time-varying systems: analysis and synthesis. Boston, MA: Allyn and Bacon, 1970.
  • 10F. Amato, M. Ariola, P. Dorato. Finite-time control of linear systems subject to parametric uncertainties and disturbances. Automatica, 2001, 37(9): 1459-1463.

同被引文献3

引证文献1

二级引证文献5

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部