Output-feedback Control of Stochastic Systems with Markovian Switching Nonlinear Terms

被引：0

作者：

Li, Wuquan ^{[1
]}

Wang, Hui ^{[1
]}

机构：

[1] Ludong Univ, Sch Math & Stat Sci, Yantai 264025, Peoples R China

来源：

2015 27TH CHINESE CONTROL AND DECISION CONFERENCE (CCDC) | 2015年

关键词：

Stochastic nonlinear systems; Output-feedback; Markovian switching; JUMP LINEAR-SYSTEMS; CONTINUOUS-TIME; STABILITY; CONTROLLABILITY; STABILIZATION; EQUATIONS;

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 investigates the output-feedback control of a class of stochastic systems with Markovian switching nonlinear terms. By using stochastic analysis tools, the closed-loop system can be proved to be almost surely asymptotically stable. The efficiency of the output-feedback controller is demonstrated by a simulation example.

引用

页码：388 / 391

页数：4

共 18 条

[1] Stability of a random diffusion with linear drift [J].

Basak, GK ;

Bisi, A ;

Ghosh, MK .

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1996, 202 (02) :604-622

[2] On stabilization of uncertain linear systems with jump parameters [J].

Boukas, EK ;

Shi, P ;

Benjelloun, K .

INTERNATIONAL JOURNAL OF CONTROL, 1999, 72 (09) :842-850

[3] Continuous-time state-feedback H2-control of Markovian jump linear systems via convex analysis [J].

Costa, OLV ;

do Val, JBR ;

Geromel, JC .

AUTOMATICA, 1999, 35 (02) :259-268

[4] Output feedback control of Markov jump linear systems in continuous-time [J].

de Farias, DP ;

Geromel, JC ;

do Val, JBR ;

Costa, OLV .

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2000, 45 (05) :944-949

[5]

Feng X., 1992, AUTOMATIC CONTROL IE, V37, P38

[6] CONTROLLABILITY, STABILIZABILITY, AND CONTINUOUS-TIME MARKOVIAN JUMP LINEAR QUADRATIC CONTROL [J].

JI, YD ;

CHIZECK, HJ .

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1990, 35 (07) :777-788

[7]

Krstic M., 1998, STABILIZATION UNCERT

[8] OUTPUT-FEEDBACK STABILIZATION OF STOCHASTIC HIGH-ORDER NONLINEAR SYSTEMS UNDER WEAKER CONDITIONS [J].

Li, Wuquan ;

Xie, Xue-Jun ;

Zhang, Siying .

SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2011, 49 (03) :1262-1282

[9]

Mao X., 2006, STOCHASTIC DIFFERENT, DOI [10.1142/p473, DOI 10.1142/P473]

[10] Stability of stochastic differential equations with Markovian switching [J].

Mao, XR .

STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1999, 79 (01) :45-67

← 1 2 →