Finite-Time Stability and Stabilization of Ito-Type Stochastic Singular Systems

This paper is concerned with the finite-time stability and stabilization problems for linear Ito stochastic singular systems. The condition of existence and uniqueness of solution to such class of systems are first given. Then the concept of finite-time stochastic stability is introduced, and a sufficient condition under which an Ito stochastic singular system is finite-time stochastic stable is derived. Moreover, the finite-time stabilization is investigated, and a sufficient condition for the existence of state feedback controller is presented in terms of matrix inequalities. In the sequel, an algorithm is given for solving the matrix inequalities arising from finite-time stochastic stability (stabilization). Finally, two examples are employed to illustrate our results.