JOURNAL OF SHANDONG UNIVERSITY (ENGINEERING SCIENCE) ›› 2016, Vol. 46 ›› Issue (2): 78-84.doi: 10.6040/j.issn.1672-3961.0.2015.362

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The finite-time stability of stochastic Markov jumping systems

ZHOU Shaowei   

  1. College of Mathematics and Systems Science, Shandong University of Science and Technology, Qingdao 266590, Shandong, China
  • Received:2015-11-09 Online:2016-04-20 Published:2015-11-09

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Abstract: The finite-time stability of stochastic linear It(^overo)Markov jumping systems was studied. Firstly, the definitions of finite-time stochastic stability and finite-time boundedness were given. Secondly, the necessary and sufficient condition 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.

Key words: finite-time boundedness, linear matrix inequality, stochastic Markov jumping systems, finite-time stability

CLC Number: 

  • TP13
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