RESEARCH ARTICLE

Analysis of stability and robust stability for stochastic hybrid systems with impulsive effects

  • Ying YANG , 1 ,
  • Junmin LI 1 ,
  • Ying YANG 2 ,
  • Xiaofen LIU 2
Expand
  • 1. Department of Applied Mathematics, Xidian University, Xi’an 710071, China
  • 2. School of Mathematics and Statistics, Zhejiang University of Finance and Economy, Hangzhou 310018, China

Published date: 05 Mar 2009

Copyright

2014 Higher Education Press and Springer-Verlag Berlin Heidelberg

Abstract

In this article, the problems of stability and robust stability analysis are investigated for a class of Markovian switching stochastic systems, which has impulses at switching instants. The switching parameters considered form a continuous-time discrete-state homogeneous Markov process. Multiple Lyapunov techniques are used to derive sufficient conditions for stability in probability of the overall system. The conditions are in linear matrix inequalities form, and can be used to solve stabilization synthesis problems. The results are extended to the design of a robust-stabilized state-feedback controller as well. A numerical example shows the effectiveness of the proposed approach.

Cite this article

Ying YANG , Junmin LI , Ying YANG , Xiaofen LIU . Analysis of stability and robust stability for stochastic hybrid systems with impulsive effects[J]. Frontiers of Electrical and Electronic Engineering, 2009 , 4(1) : 66 -71 . DOI: 10.1007/s11460-009-0012-3

Acknowledgements

This work was supported by the National Natural Science Foundation of China (Grant No. 60374015).
1
Brockett R W. Lecture Notes on Stochastic Control. Cambridge, MA: Harvard University, 1995

2
Kushner H I, Dupuis P. Numerical Methods for Stochastic Control Problems in Continuous Time. 2nd ed. New York: Springer-Verlag, 2001

3
Klyatskin V I. Dynamics of Stochastic Systems. New York: Elsevier, 2005

4
Florchinger P. Lyapunov-like techniques for stochastic stability. SIAM Journal on Control and Optimization, 1995, 33(4): 1151–1169

DOI

5
Has’minskii R Z. Stochastic Stability of Differential Equations. Groningen: Sijthoff & Noordhoff, 1980

6
Costa O L V, Fragoso M D. Stability results for discrete-time linear systems with markovian jumping parameters. Journal of Mathematical Analysis and Applications, 1993, 179(1): 154–178

DOI

7
De Farias D P, Geromel J C, Do Val J B R, Costa O L V. Output feedback control of Markov jump linear systems in continuous-time. IEEE Transactions on Automatic Control, 2000, 45(5): 944–949

DOI

8
Ji Y, Chizeck H J. Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control. IEEE Transactions on Automatic Control, 1990, 35(7): 777–788

DOI

9
Mao X. Stability of stochastic differential equations with Markovian switching. Stochastic Processes and Their Applications, 1999, 79(1): 45–67

DOI

10
Yuan C. Lygeros J. Stabilization of a class of stochastic differential equations with Markovian switching. Systems & Control Letters, 2005, 54(9): 819–833

DOI

11
Xie L, De Souza C E. Criteria for robust stability and stabilization of uncertain linear systems with state delay. Automatica, 1997, 33(9): 1657–1662

DOI

12
Lien C H. New stability criterion for a class of uncertain nonlinear neutral time delay systems. International Journal of Systems Science, 2001, 32(2): 215–219

DOI

13
Battilotti S, De Santis A. Dwell time controllers for stochastic systems with switching Markov chain. Automatica, 2005, 41(6): 923–934

DOI

14
Ye H, Michel A N, Hou L. Stability analysis of systems with impulse effects. IEEE Transactions on Automatic Control, 1998, 43(12): 1719–1723

DOI

15
Xie G, Wang L. Necessary and sufficient conditions for controllability and observability of switched impulsive control systems. IEEE Transactions on Automatic Control, 2004, 49(6): 960–966

DOI

16
Xie L. Output feedback H∞ control of systems with parameter uncertainty. International Journal of Control, 1996, 63(4): 741–750

DOI

Options
Outlines

/