Finite-Time Stability and Stabilization of Linear Itô Stochastic Systems with State and Control-Dependent Noise

2012 ◽  
Vol 15 (1) ◽  
pp. 270-281 ◽  
Author(s):  
Zhiguo Yan ◽  
Guoshan Zhang ◽  
Weihai Zhang
Keyword(s):  
Finite Time ◽  
Stochastic Systems ◽  
Time Stability ◽  
Finite Time Stability ◽  
Stability And Stabilization ◽  
And Control

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.

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