On Finite-Time Stochastic Stability and Stabilization of Markovian Jump Systems Subject to Partial Information on Transition Probabilities

被引：29

作者：

Zuo, Zhiqiang ^{[1
]}

Li, Hongchao ^{[1
]}

Liu, Yi ^{[1
]}

Wang, Yijing ^{[1
]}

机构：

[1] Tianjin Univ, Sch Elect Engn & Automat, Tianjin Key Lab Proc Measurement & Control, Tianjin 300072, Peoples R China

来源：

CIRCUITS SYSTEMS AND SIGNAL PROCESSING | 2012年 / 31卷 / 06期

基金：

中国国家自然科学基金;

关键词：

Markovian jump systems; Finite-time stochastic stability; Partial information on transition probabilities; H-INFINITY CONTROL; LINEAR-SYSTEMS; DISCRETE;

D O I：

10.1007/s00034-012-9420-3

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

The problems of finite-time stochastic stability and stabilization for a class of linear Markovian jump systems subject to partial information on transition probabilities are considered in this paper. By introducing the concept of finite-time stochastic stability for linear Markovian jump systems, a new method is proposed to ensure that the state trajectory remains in a bounded region of the state space in mean square sense over a pre-specified finite-time interval. Based on this stability result, the finite-time stochastic stabilization criterion is then given. Finally, two numerical examples are shown to illustrate the effectiveness of the proposed method.

引用

页码：1973 / 1983

页数：11

共 24 条

[1] Finite-time stabilization via dynamic output feedback [J].