Finite-Time Stochastic Stability and Stabilization of Linear Markovian Jump Systems

摘要：

The problems of finite-time stochastic stability analysis and controller synthesis of linear Markovian jump systems are considered in this paper. By introducing the de.nition of finite-time stochastic stability, a suf.cient condition is first proposed to ensure that the state of the system does not exceed a certain threshold in mean square sense during a specified time interval. It is shown that finding the possible solution can be transformed into the feasibility of some matrix inequality constraints. Based on this, the mode-dependent state feedback controllers are designed to realize the finite-time stochastic stability of the closed-loop systems. Finally, two numerical examples are presented to illustrate the results.

关键词： Finite-Time Stochastic Stability Stabilization Markovian Jump Systems

作者: Zhiqiang Zuo Yi Liu Yijing Wang

作者单位: Tianjin Key Laboratory of Process Measurement and Control, School of Electrical Engineering and Auto Tianjin Key Laboratory of Process Measurement and Control, School of Electrical Engineering and Auto

会议类型: 国际会议

会议名称: 2011 China Control and Decision Conference(2011中国控制与决策会议 CCDC)

会议地点: 四川绵阳

会议语种:英文

页码: 3183-3186

在线出版日期: 2011-05-23（万方平台首次上网日期，不代表论文的发表时间）