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随机Markov跳跃系统有限时间稳定性
引用本文:周绍伟.随机Markov跳跃系统有限时间稳定性[J].山东大学学报(工学版),2016,46(2):78-84.
作者姓名:周绍伟
作者单位:山东科技大学数学与系统科学学院, 山东 青岛 266590
基金项目:山东省优秀中青年科学家科研奖励基金资助项目(BS2014SF005);山东省博士后创新项目专项资金资助项目(201403009);青岛市博士后应用研究资助项目;山东省高等学校优秀中青年骨干教师国际合作培养计划资助项目
摘    要:研究了一类随机线性It(^overo)Markov跳跃系统的有限时间稳定性问题。首先,定义了系统的有限时间随机稳定和有限时间有界;其次,给出了系统有限时间随机稳定的充分必要条件,利用线性矩阵不等式技术设计了状态反馈能稳控制器;最后,通过数值例子和系统仿真验证了方法的有效性。

关 键 词:有限时间稳定  线性矩阵不等式  随机Markov跳跃系统  有限时间有界  
收稿时间:2015-11-09

The finite-time stability of stochastic Markov jumping systems
ZHOU Shaowei.The finite-time stability of stochastic Markov jumping systems[J].Journal of Shandong University of Technology,2016,46(2):78-84.
Authors:ZHOU Shaowei
Affiliation:College of Mathematics and Systems Science, Shandong University of Science and Technology, Qingdao 266590, Shandong, China
Abstract:The finite-time stability of stochastic linear It(^overo)Markov jumping systems was studied. Firstly, the definitions of finite-time stochastic stability and finite-time boundedness were given. Secondly, the necessary and sufficient condition of finite-time stochastic stability was obtained and the state feedback controller design was realized based on linear matrix inequality method. Finally, the validity was verified by a numerical example and system simulation.
Keywords:finite-time boundedness  linear matrix inequality  stochastic Markov jumping systems  finite-time stability  
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