Robust stabilization of hybrid uncertain stochastic systems by discrete-time feedback control

Li, Yuyuan and Lu, Jianqiu and Kou, Chunhai and Mao, Xuerong and Pan, Jiafeng (2016) Robust stabilization of hybrid uncertain stochastic systems by discrete-time feedback control. Optimal Control Applications and Methods. pp. 1-20. ISSN 0143-2087 (In Press)

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Abstract

This paper aims to stabilize hybrid stochastic differential equations (SDEs) with norm bounded uncertainties by feedback controls based on the discrete-time observations of both state and mode. The control structure appears only in the drift part (the deterministic part) of an SDE and the controlled system will be robustly exponentially stable in mean-square. Our stabilization criteria are in terms of linear matrix inequalities (LMIs) whence the feedback controls can be designed more easily in practice. An example is given to illustrate the effectiveness of our results.

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