TY - GEN
T1 - Input-output finite-time stability and stabilization of stochastic Markovian jump systems
AU - Ma, Hongji
AU - Jia, Yingmin
PY - 2011
Y1 - 2011
N2 - In this paper, we introduce a new concept named input-output finite-time mean square stability (IO-FTMSS) for stochastic Markovian jump systems. In contrast to the available notions of stochastic stability, IO-FTMSS characterizes the input-output behavior of dynamics on a finite time horizon. Concerning a class of random input signals LT2, the problems of input-output finite-time mean square stability and stabilization are investigated for both linear and nonlinear stochastic systems perturbed by Markovian processes. Sufficient conditions are derived in terms of coupled linear matrix inequalities (LMIs) and Hamilton-Jacobi inequalities (HJIs), respectively. In addition, a numerical example is supplied to illustrate the proposed technique.
AB - In this paper, we introduce a new concept named input-output finite-time mean square stability (IO-FTMSS) for stochastic Markovian jump systems. In contrast to the available notions of stochastic stability, IO-FTMSS characterizes the input-output behavior of dynamics on a finite time horizon. Concerning a class of random input signals LT2, the problems of input-output finite-time mean square stability and stabilization are investigated for both linear and nonlinear stochastic systems perturbed by Markovian processes. Sufficient conditions are derived in terms of coupled linear matrix inequalities (LMIs) and Hamilton-Jacobi inequalities (HJIs), respectively. In addition, a numerical example is supplied to illustrate the proposed technique.
UR - https://www.scopus.com/pages/publications/84860654331
U2 - 10.1109/CDC.2011.6160384
DO - 10.1109/CDC.2011.6160384
M3 - 会议稿件
AN - SCOPUS:84860654331
SN - 9781612848006
T3 - Proceedings of the IEEE Conference on Decision and Control
SP - 8026
EP - 8031
BT - 2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011
Y2 - 12 December 2011 through 15 December 2011
ER -