On Almost Sure Stability and Stabilization of Stochastic Delay Systems with Markovian switching

被引：0
作者：
Yang, Hua [1 ,3 ]
Shu, HuiSheng [2 ]
Kan, Xiu [3 ]
Che, Yan [3 ]
机构：
[1] Shanxi Agr Univ, Coll Informat Sci & Engn, Taigu 030801, Shanxi, Peoples R China
[2] Donghua Univ, Dept Appl Math, Shanghai 200051, Peoples R China
[3] Donghua Univ, Sch Informat Sci & Technol, Shanghai 200051, Peoples R China
来源：
PROCEEDINGS OF THE 31ST CHINESE CONTROL CONFERENCE | 2012年
关键词：
Markovian switching; almost sure stability; stabilization; stochastic systems; time-varying delays; H-INFINITY CONTROL; DIFFERENTIAL-EQUATIONS; ROBUST STABILITY; TIME-DELAY; SINGULAR SYSTEMS; FEEDBACK-CONTROL; LINEAR-SYSTEMS; HYBRID SYSTEMS;
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
This paper is concerned with the problems of almost sure (a.s.) stability and stabilization for stochastic systems with Markovian switching (SSMS) and time-varying delays. Some sufficient criteria on the stability for the underlying nonlinear stochastic systems is derived in terms of continuous semimartingale convergence theorem and Doob's martingale inequality. The purpose of stabilization is to design linear state feedback control laws in the drift part so that the resulting closed-loop system is almost surely (a.s..) stable. Two numerical simulation examples are exploited to verify the effectiveness of the theoretical results.
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收藏
页码：1362 / 1367
页数：6
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