Stabilization of hybrid stochastic differential equations by feedback control based on discrete-time state observations

Mao, Xuerong and Liu, Wei and Hu, Liangjian and Luo, Qi and Lu, Jianqiu (2014) Stabilization of hybrid stochastic differential equations by feedback control based on discrete-time state observations. Systems and Control Letters, 73. pp. 88-95. ISSN 0167-6911 (https://doi.org/10.1016/j.sysconle.2014.08.011)

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Abstract

Recently, Mao (2013) discusses the mean-square exponential stabilization of continuous-time hybrid stochastic differential equations by feedback controls based on discrete-time state observations. Mao (2013) also obtains an upper bound on the duration τ between two consecutive state observations. However, it is due to the general technique used there that the bound on τ is not very sharp. In this paper, we will consider a couple of important classes of hybrid SDEs. Making full use of their special features, we will be able to establish a better bound on τ . Our new theory enables us to observe the system state less frequently (so costs less) but still to be able to design the feedback control based on the discrete-time state observations to stabilize the given hybrid SDEs in the sense of mean-square exponential stability.

ORCID iDs

Mao, Xuerong ORCID logoORCID: https://orcid.org/0000-0002-6768-9864, Liu, Wei, Hu, Liangjian, Luo, Qi and Lu, Jianqiu ORCID logoORCID: https://orcid.org/0000-0001-6720-2748;
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