随机Markov跳跃系统有限时间稳定性  

The finite-time stability of stochastic Markov jumping systems

作　　者：周绍伟[1] 

机构地区：[1]山东科技大学数学与系统科学学院,山东青岛266590

出　　处：《山东大学学报（工学版）》2016年第2期78-84,共7页Journal of Shandong University（Engineering Science）

基　　金：山东省优秀中青年科学家科研奖励基金资助项目(BS2014SF005);山东省博士后创新项目专项资金资助项目(201403009)青岛市博士后应用研究资助项目;山东省高等学校优秀中青年骨干教师国际合作培养计划资助项目

摘　　要：研究了一类随机线性It^o Markov跳跃系统的有限时间稳定性问题。首先,定义了系统的有限时间随机稳定和有限时间有界;其次,给出了系统有限时间随机稳定的充分必要条件,利用线性矩阵不等式技术设计了状态反馈能稳控制器;最后,通过数值例子和系统仿真验证了方法的有效性。The finite-time stability of stochastic linear Ito^Markov jumping systems was studied.Firstly,the definitions of finite-time stochastic stability and finite-time boundedness were given.Secondly,the necessary and sufficient condi-tion of finite-time stochastic stability was obtained and the state feedback controller design was realized based on linear matrix inequality method.Finally,the validity was verified by a numerical example and system simulation.

关 键 词：随机Markov跳跃系统 有限时间稳定 有限时间有界 线性矩阵不等式 

分 类 号：O211.62[理学—概率论与数理统计] O231[理学—数学]