Finite-time stability and stabilization of linear stochastic systems

Author

Yan Zhiguo ; Zhang Guoshan ; Wang Jiankui

Author_Institution

Sch. of Electr. Eng. & Autom., Tianjin Univ., Tianjin, China

fYear

2010

fDate

29-31 July 2010

Firstpage

1115

Lastpage

1120

Abstract

This paper introduces a new finite-time stability concept for linear stochastic systems which is defined as finite-time stochastic (c₁, c₂)-stability. Some practical test criteria for finite-time stochastic (c₁, c₂)-stability are obtained. In the sequence, the finite-time stochastic (c₁, c₂)-stabilization is studied and some sufficient conditions are given via state-feedback using matrix inequality approach. An algorithm is presented for solving the matrix inequalities arising from finite-time stochastic (c₁, c₂)-stabilization. Finally, two examples are employed to illustrate the results.

Keywords

linear matrix inequalities; stability; state feedback; stochastic systems; finite-time stability; finite-time stochastic (c1, c2)-stability; linear stochastic system stabilization; matrix inequality approach; state-feedback; Asymptotic stability; Linear matrix inequalities; Stability analysis; Stochastic processes; Stochastic systems; Symmetric matrices; Thermal stability; Finite-time Stability; Finite-time Stochastic (c1, c2)-stability; Matrix Inequality; Stochastic Systems;

fLanguage

English

Publisher

ieee

Conference_Titel

Control Conference (CCC), 2010 29th Chinese

Conference_Location

Beijing

Print_ISBN

978-1-4244-6263-6

Type

conf

Filename

5573610