Frontiers of Electrical and Electronic Engineering >
Analysis of stability and robust stability for stochastic hybrid systems with impulsive effects
Published date: 05 Mar 2009
Copyright
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.
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
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
|
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
|
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
|
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
|
9 |
Mao X. Stability of stochastic differential equations with Markovian switching. Stochastic Processes and Their Applications, 1999, 79(1): 45–67
|
10 |
Yuan C. Lygeros J. Stabilization of a class of stochastic differential equations with Markovian switching. Systems & Control Letters, 2005, 54(9): 819–833
|
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
|
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
|
13 |
Battilotti S, De Santis A. Dwell time controllers for stochastic systems with switching Markov chain. Automatica, 2005, 41(6): 923–934
|
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
|
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
|
16 |
Xie L. Output feedback
|
/
〈 | 〉 |