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

被引：99
|
作者：
Yan, Zhiguo [1 ,2 ]
Zhang, Guoshan [1 ]
Zhang, Weihai [3 ]
机构：
[1] Tianjin Univ, Sch Elect Engn & Automat, Tianjin 300072, Peoples R China
[2] Shandong Polytech Univ, Sch Elect Engn & Automat, Jinan 250353, Peoples R China
[3] Shandong Univ Sci & Technol, Coll Informat & Elect Engn, Qingdao 266510, Peoples R China
来源：
ASIAN JOURNAL OF CONTROL | 2013年 / 15卷 / 01期
基金：
中国国家自然科学基金;
关键词：
Stochastic systems; finite-time stability; finite-time stochastic stability; matrix inequality; H-INFINITY CONTROL;
D O I：
10.1002/asjc.531
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
In this paper, finite-time stability and stabilization problems for a class of linear stochastic systems are studied. First, a new concept of finite-time stochastic stability is defined for linear stochastic systems. Then, based on matrix inequalities, some sufficient conditions under which the stochastic systems are finite-time stochastically stable are given. Subsequently, the finite-time stochastic stabilization is studied and some sufficient conditions for the existence of a state feedback controller and a dynamic output feedback controller are presented by using a matrix inequality approach. An algorithm is given for solving the matrix inequalities arising from finite-time stochastic stability (stabilization). Finally, two examples are employed to illustrate the results.
引用
收藏
页码：270 / 281
页数：12
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