Quantitative mean square exponential stability and stabilization of stochastic systems with Markovian switching |
| |
| Authors: | Zhiguo Yan Yunxia Song Ju H Park |
| |
| Institution: | 1. School of Electrical Engineering and Automation, Qilu University of Technology, Jinan 250353, PR China;2. Department of Electrical Engineering, Yeungnam University, 280 Daehak-Ro, Gyeongsan 38541, Republic of Korea |
| |
| Abstract: | This paper is concerned with the quantitative mean square exponential stability and stabilization for stochastic systems with Markovian switching. First, the concept of quantitative mean square exponential stability(QMSES) is introduced, and two stability criteria are derived. Then, based on an auxiliary definition of general finite-time mean square stability(GFTMSS), the relations among QMSES, GFTMSS and finite time stochastic stability (FTSS) are obtained. Subsequently, QMSE-stabilization is investigated and several new sufficient conditions for the existence of the state and observer-based controllers are provided by means of linear matrix inequalities. An algorithm is given to achieve the relation between the minimum states’ upper bound and the states’ decay velocity. Finally, a numerical example is utilized to show the merit of the proposed results. |
| |
| Keywords: | Corresponding author at: School of Electrical Engineering and Automation Qilu University of Technology Jinan 250353 PR China |
| 本文献已被 ScienceDirect 等数据库收录！ |
|
