This paper is dedicated to the study of stochastic finite-time stability (SFTS) and control synthesis for a class of nonlinear Markovian jump stochastic systems with impulsive effects. By introducing a time-varying stochastic Lyapunov function with discontinuities at impulse times, an improved criterion for SFTS is derived in terms of linear matrix inequalities (LMIs). Based on the new SFTS criterion, four kinds of finite-time hybrid/continuous-time state feedback controllers are constructed by using the solutions to certain sets of LMIs. The effectiveness of the proposed method is validated through one numerical example.
Stochastic Finite-Time Stabilization for a Class of Nonlinear Markovian Jump Stochastic Systems With Impulsive Effects
Contributed by the Dynamic Systems Division of ASME for publication in the JOURNAL OF DYNAMIC SYSTEMS, MEASUREMENT, AND CONTROL. Manuscript received April 9, 2014; final manuscript received October 16, 2014; published online January 6, 2015. Assoc. Editor: Ryozo Nagamune.
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Chen, W., Wei, C., and Lu, X. (April 1, 2015). "Stochastic Finite-Time Stabilization for a Class of Nonlinear Markovian Jump Stochastic Systems With Impulsive Effects." ASME. J. Dyn. Sys., Meas., Control. April 2015; 137(4): 044501. https://doi.org/10.1115/1.4028874
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