Finite-time control of linear stochastic systems

International Journal of Innovative Computing, Information and Control

Volumn 4, Issue 3, 2008, Pages 689-696

  Zhang, Weihai ^a   An, Xiuying ^b  

^a SHANDONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

^b QILU UNIVERSITY OF TECHNOLOGY   (China)

Author keywords

Finite time stochastic stability; Linear matrix inequaiity; State feedback; Stochastic systems

Indexed keywords

EID: 63649087412     PISSN: 13494198     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (13)

1. S. Aberkane, J. Ponsart and D. Sauter, Output feedback H-infmite control of a class of stochastic hybrid systems with Wiener process via convex analysis, Int. J. Innovative Computing, Information and Control, vol.2, no.6, pp.1179-1196, 2006.
2. F. Amato, M. Ariola and P. Dorato, Finite-time control of linear systems subject to parametric uncertainties and disturbance, Automatica, vol.37, no.9, pp.1459-1463, 2001.
3. F. Amato, M. Ariola and C. Cosentino, Finite-time stabilization via dynamic output feedback, Automatica, vol.42, no.2, pp.337-342, 2006.
4. E. K. Boukas, Stabilization of stochastic nonlinear hybrid systems, International Journal of Innovative Computing Information and Control, vol.l, no.l, pp.53-63, 2005.
5. 2-H∞ control with state dependent noise, IEEE Trans. Automat. Contr., vol.49, no.l, pp.45-47, 2004.
6. P. Doroto, Short time stability in linear time-varying systems, Proceeding of the IRE International Convention Record, vol.4, pp.83-87, 1961.
7. V. Dragan, The linear quadratic optimization problem for a class of singularly perturbed stochastic systems, International Journal of Innovative Computing Information and Control, vol.l, no.l, pp.53- 63, 2005.
8. J. E. Feng, Z. Wu and J. B. Sun, Finite-time control of linear singular systems with parametric uncertainties and disturbances, Acta Automatica Sinica, vol.31, no.4, pp.634-637, 2005.
9. R. Z. Has'minskii, Stochastic Stability of Differential Equations, Alphen: Sίjtjoff and Nordhoff, 1980.
10. X. R. Mao, Stochastic Differential Equations and Their Applications, Chichester: Horwood, 1997.
11. B. Oksendal, Stochastic Differential Equations: An Introduction with Applications, Fifth edition, New York: Springer-Verlag, 2000.
12. H. Zhang, M. Basin and M. Skliar, Optimal state estimation for continuous stochastic state-space system with hybrid measurements, Int. J. Innovative Computing, Information and Control, vol.2, no.2, pp.357-370, 2006.
13. ∞ filtering for nonlinear stochastic systems, IEEE Trans. Signal Processing, vol.53, no.2, pp.589-598, 2005.