随机混合动态系统的状态反馈控制

State Feedback Control of Stochastic Hybrid Systems

针对一类以有限齐次马氏链δ（k）作为切换信号的随机混合系统，首先，通过构造随机混合Lyapunov函数，得到整个随机混合系统渐近稳定的充分条件．然后，引入可调转移概率等相关概念，通过对有限齐次马氏链δ（k）及各子系统加入控制，以实现状态反馈控制．进一步，得到随机混合闭环系统渐近稳定的充分条件．

In this paper, the problem of stabilization is investigated for a class of Markovian switching stochastic hybrid systems. The switching parameters considered here forma finite homogeneous Markov chain. At first, by means of constructing a stochastic hybrid Lyapunov function, sufficient conditions are derived for the asymptotic stability of theoverall system. Then, the feedback control is realized by the introduction of the adjustable transition probability and the control of both the Markov chain and the subsystems.