A unified framework for asymptotic and transient behavior of linear stochastic systems

被引：15

作者：

Yan, Zhiguo ^{[1
,3
]}

Park, Ju H. ^{[2
,3
]}

Zhang, Weihai ^{[4
]}

机构：

[1] Qilu Univ Technol, Sch Elect Engn & Automat, Jinan 250353, Shandong, Peoples R China

[2] Chongqing Normal Univ, Sch Math Sci, Chongqing 401331, Peoples R China

[3] Yeungnam Univ, Dept Elect Engn, 280 Daehak Ro, Kyongsan 38541, South Korea

[4] Shandong Univ Sci & Technol, Coll Elect Engn & Automat, Qingdao 266510, Peoples R China

来源：

APPLIED MATHEMATICS AND COMPUTATION | 2018年 / 325卷

基金：

中国国家自然科学基金; 中国博士后科学基金;

关键词：

Stochastic systems; Mean square (gamma alpha)-stability; Asymptotic and transient behavior; Matrix inequality; FINITE-TIME STABILITY; NONLINEAR-SYSTEMS; JUMP SYSTEMS; STABILIZATION; STATE;

D O I：

10.1016/j.amc.2017.12.023

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

This paper is concerned with a unified framework for asymptotic and transient behavior of stochastic systems. In order to explain this problem explicitly, a concept of mean square (gamma,alpha)-stability is first introduced and two stability criteria are derived. By utilizing an auxiliary definition of mean square (gamma,T)-stability, the relations among mean square (gamma,alpha)-stability, mean square (gamma,T)-stability and finite-time stochastic stability are established. Subsequently, two new sufficient conditions for the existence of state and output feedback mean square (gamma,alpha)-stabilization controllers are presented in terms of matrix inequalities. A numerical algorithm is given to obtain the relation between gamma(min) and alpha. Finally, an example is given to illustrate our results. (C) 2017 Elsevier Inc. All rights reserved.

引用

页码：31 / 40

页数：10

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