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.
Creators(s): |
Li, Yuyuan, Lu, Jianqiu ![]() ![]() ![]() | Item type: | Article |
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ID code: | 58468 |
Keywords: | stochastic systems, Markovian jumping systems, uncertain systems, robust stabilization, discrete-time feedback control, Probabilities. Mathematical statistics, Applied Mathematics, Statistics and Probability, Modelling and Simulation |
Subjects: | Science > Mathematics > Probabilities. Mathematical statistics |
Department: | Faculty of Science > Mathematics and Statistics |
Depositing user: | Pure Administrator |
Date deposited: | 04 Nov 2016 09:33 |
Last modified: | 01 Mar 2021 01:42 |
Related URLs: | |
URI: | https://strathprints.strath.ac.uk/id/eprint/58468 |
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