Event-Triggered Finite-Time <i>H</i>_∞Control for Switched Stochastic Systems

This paper investigates the problem of event-triggered finite-time H∞ control for a class of switched stochastic systems. The main objective of this study is to design an event-triggered state feedback H∞ controller such that the resulting closed-loop system is finite-time bounded and satisfies a prescribed H∞ level in some given finite-time interval. Based on stochastic differential equations theory and average dwell time approach, sufficient conditions are derived to ensure the finite-time stochastic stability with the prescribed H∞ performance for the relevant closed-loop system by employing the linear matrix inequality technique. Finally, the desired state feedback H∞ controller gain matrices can be expressed in an explicit form.

Robust Finite-Time <i>H</i>_∞Filtering for Discrete-Time Markov Jump Stochastic Systems

This study is concerned with the problem of finite-time H∞ filter design for uncertain discrete-time Markov Jump stochastic systems. Our attention is focused on the design of mode-dependent H∞ filter to ensure the finite-time stability of the filtering error system and preserve a prescribed H∞ performance level for all admissible uncertainties. Sufficient conditions of filtering design for the system under consideration are developed and the corresponding filter parameters can be achieved in terms of linear matrix inequalities (LMI). Finally, a numerical example is provided to illustrate the validity of the proposed method.

Mode-Dependent Finite-Time <i>H</i>_∞Filtering for Stochastic Nonlinear Systems with Markovian Switching

This paper addresses the problem of finite-time H∞ filter design for a class of non-linear stochastic systems with Markovian switching. Based on stochastic differential equations theory, a mode-dependent finite-time H∞ filter is designed to ensure finite-time stochastic stablility (FTSS) of filtering error system and satisfies a prescribed H∞ performance level in some given finite-time intervals. Moreover, sufficient conditions are presented for the existence of a finite-time H∞ filter for the stochastic system under consideration by employing the linear matrix inequality technique. Finally, the explicit expression of the desired filter parameters is given.

Robust Finite-Time H∞ Filtering for ItôStochastic Systems

This paper investigates the problem of robust finite-time H∞ filter design for Itô stochastic systems. Based on linear matrix inequalities (LMIS) techniques and stability theory of stochastic differential equations, stochastic Lyapunov function method is adopted to design a finite-time H∞ filter such that, for all admissible uncertainties, the filtering error system is stochastic finite-time stable (SFTS). A sufficient condition for the existence of a finite-time H∞ filter for the stochastic system under consideration is achieved in terms of LMIS. Moreover, the explicit expression of the desired filter parameters is given. A numerical example is provided to illustrate the effectiveness of the proposed method.

Finite-Time Stochastic Stability of Random Impulsive Positive System

The paper focuses on the finite-time stochastic stability(FTSS)problems for positive system with random impulses.Combining Lyapunov functions with the probability property of the impulsive interval,first,the sufficient conditions of FTSS for the positive systems affected by one type of random impulses are given;second,the criteria of FTSS for positive systems suffered from multiple types of random impulses are established.Finally,two examples are presented to show the validity of results.

Finite-Time Stability and Stabilization of Discrete-Time Switching Markov Jump Linear System

Switching Markov jump linear system(SMJLS),a special hybrid system,has attracted a lot of studies recently.SMJLS is governed by stochastic and deterministic commutations.This paper focuses on the switching strategy which stabilizes the SMJLS in a finite time interval in order to further expand the existing results and investigate new aspects of such systems.Several sufficient conditions for finite-time stability of discrete-time SMJLS are provided,and the numerical problems in these sufficient conditions are solved by solving linear matrix inequalities(LMIs).Finally,numerical examples are given to show the feasibility and effectiveness of the results.