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.

    ORCID iDs

    Li, Yuyuan, Lu, Jianqiu ORCID logoORCID: https://orcid.org/0000-0001-6720-2748, Kou, Chunhai, Mao, Xuerong ORCID logoORCID: https://orcid.org/0000-0002-6768-9864 and Pan, Jiafeng ORCID logoORCID: https://orcid.org/0000-0001-5993-3209;
    • Item type:Article
      ID code:58468
      Dates:
      Date
      Event
      21 October 2016
      Published
      21 October 2016
      Accepted
      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:23 Sep 2021 05:54
      Related URLs:
      URI:https://strathprints.strath.ac.uk/id/eprint/58468
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