On Almost Sure Stability and Stabilization of Stochastic Delay Systems with Markovian switching

摘要：

This paper is concerned with the problems of almost sure (a.s.) stability and stabilization for stochastic systems with Markovian switching (SSMS) and time-varying delays. Some sufficient criteria on the stability for the underlying nonlinear stochastic systems is derived in terms of continuous semimartingale convergence theorem and Doob’s martingale inequality. The purpose of stabilization is to design linear state feedback control laws in the drift part so that the resulting closed-loop system is almost surely (a.s..) stable. Two numerical simulation examples are exploited to verify the effectiveness of the theoretical results.

关键词： Markovian switching almost sure stability stabilization stochastic systems time-varying delays

作者: Hua Yang HuiSheng Shu Xiu Kan Yan Che

作者单位: College of Information Science and Engineering, Shanxi Agricultural University, Taigu, Shanxi 030801 Department of Applied Mathematics, Donghua University, Shanghai 200051, P. R. China School of Information Science and Technology, Donghua University, Shanghai 200051, P. R. China

会议类型: 国际会议

会议名称: The 31st Chinese Control Conference(第三十一届中国控制会议)

会议地点: 合肥

会议语种:英文

页码: 1362-1367

在线出版日期: 2012-07-01（万方平台首次上网日期，不代表论文的发表时间）