Stabilization of the stochastic jump diffusion systems by state-feedback control |
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| Authors: | Yuanyuan Zhang Renfu Li Dinggen Li Yang Hu Xiaoming Huo |
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| Institution: | 1. Huazhong University of Science and Technology, Wuhan, Hubei 430074, PR China;2. H. Milton Stewart School of Industrial Systems Engineering, Georgia Institute of Technology, Atlanta, GA 30332-0205, USA |
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| Abstract: | This paper addresses the stabilization of stochastic jump diffusion system in both almost sure and mean square sense by state-feedback control. We find conditions under which the solutions to the class of jump-diffusion process are mean square exponentially stable and almost sure exponentially stable. We investigate the stabilization of the stochastic jump diffusion systems by applying the state-feedback controllers not only in the drift term, but also in jump diffusion terms. Meanwhile our theory is generalized to cope with the uncertainty of system parameters. All the results are expressed in terms of linear matrix inequalities (LMIs), which are easy to be checked in a MATLAB Toolbox. |
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