Stabilisation of highly non-linear continuous-time hybrid stochastic differential delay equations by discrete-time feedback control

Mei, Chunhui and Fei, Chen and Fei, Weiyin and Mao, Xuerong (2020) Stabilisation of highly non-linear continuous-time hybrid stochastic differential delay equations by discrete-time feedback control. IET Control Theory and Applications, 14 (2). pp. 313-323. ISSN 1751-8644 (https://doi.org/10.1049/iet-cta.2019.0822)

[thumbnail of Mei-etal-IET-CTA-2020-Stabilisation-of-highly-non-linear-continuous-time-hybrid-stochastic]
Preview
 Text. Filename: Mei_etal_IET_CTA_2020_Stabilisation_of_highly_non_linear_continuous_time_hybrid_stochastic.pdf
Accepted Author Manuscript
Download (949kB)| Preview

Abstract

In this study, the authors consider how to use discrete-time state feedback to stabilise hybrid stochastic differential delay equations. The coefficients of these stochastic differential delay equations do not satisfy the conventional linear growth conditions, but are highly non-linear. Using the Lyapunov functional method, they show that a discrete feedback controller, which depends on the states of the discrete-time observations, can be designed to make the solutions of such controlled hybrid stochastic differential delay equations asymptotically stable and exponentially stable. The upper bound of the discrete observation interval τ is also given in this study. Finally, a numerical example is given to illustrate the proposed theory.

  • Item type:Article
    ID code:71473
    Dates:
    Date
    Event
    29 January 2020
    Published
    28 October 2019
    Published Online
    24 October 2019
    Accepted
    Notes:This paper is a postprint of a paper submitted to and accepted for publication in IET Control Theory and Applications and is subject to Institution of Engineering and Technology Copyright. The copy of record is available at the IET Digital Library.
    Subjects:Science > Mathematics
    Department:Faculty of Science > Mathematics and Statistics
    Depositing user: Pure Administrator
    Date deposited:14 Feb 2020 01:21
    Last modified:09 Apr 2024 01:19
    URI:https://strathprints.strath.ac.uk/id/eprint/71473
CORE (COnnecting REpositories)