On Finite-Time Stochastic Stability and Stabilization of Markovian Jump Systems Subject to Partial Information on Transition Probabilities
On Finite-Time Stochastic Stability and Stabilization of Markovian Jump Systems Subject to Partial Information on Transition Probabilities
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DOI：
10.1007/s00034-012-9420-3
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发表时间：
2012-04
期刊：
影响因子：
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通讯作者：
Z. Zuo;Hongchao Li;Yi Liu;Yijing Wang
中科院分区：
文献类型：
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作者：
Z. Zuo;Hongchao Li;Yi Liu;Yijing Wang
研究一类具有部分转移概率信息的线性马尔可夫跳跃系统的有限时间随机稳定性和镇定问题。通过引入线性马尔可夫跳变系统有限时间随机稳定性的概念，提出了一种保证状态轨迹在给定的有限时间间隔内保持在状态空间的均方有界区域内的新方法。在此基础上，给出了有限时间随机稳定判据。最后，通过两个算例说明了所提方法的有效性。
The problems of finite-time stochastic stability and stabilization for a class of linear Markovian jump systems subject to partial information on transition probabilities are considered in this paper. By introducing the concept of finite-time stochastic stability for linear Markovian jump systems, a new method is proposed to ensure that the state trajectory remains in a bounded region of the state space in mean square sense over a pre-specified finite-time interval. Based on this stability result, the finite-time stochastic stabilization criterion is then given. Finally, two numerical examples are shown to illustrate the effectiveness of the proposed method.