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Finite-Time Stability and Dynamic Output Feedback Stabilization of Stochastic Systems

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Abstract

This paper is concerned with finite-time stability and dynamic output feedback stabilization for Itô type stochastic systems. First of all, it presents a sufficient pth moment finite-time stability criterion of nonlinear stochastic systems. When linear stochastic systems are considered, a finite-time stability condition in the sense of mean square is obtained by choosing a quadratic Lyapunov function. Then, a dynamic output feedback controller is designed to mean-square finite-time stabilize the linear stochastic systems under consideration. Furthermore, the proposed method is extended to finite-time dynamic output feedback control for a class of linear stochastic retarded systems. Numerical examples are finally provided to show the effectiveness of the approach.

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Acknowledgements

This work was supported partially by the National Basic Research Program of China (973 Program) under grants 2012CB821200 and 2009CB320602, by the National Natural Science Foundation of China under grants 61104120 and 61074030, and partially by the Zhejiang Provincial Natural Science Foundation of China under grants Y1111220, LY12F03005 and Z12F030002.

The authors would like to extend the most sincere gratitude to the Associate Editor and the anonymous reviewers for their comments and suggestions to improve the quality of this paper.

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Authors and Affiliations

  1. Institute of Information and Control, Hangzhou Dianzi University, Hangzhou, 310018, China

    Yun Chen, Hongbo Zou, Renquan Lu & Anke Xue

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  1. Yun Chen
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  2. Hongbo Zou
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  3. Renquan Lu
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  4. Anke Xue
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Correspondence to Hongbo Zou.

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Chen, Y., Zou, H., Lu, R. et al. Finite-Time Stability and Dynamic Output Feedback Stabilization of Stochastic Systems. Circuits Syst Signal Process 33, 53–69 (2014). https://doi.org/10.1007/s00034-013-9631-2

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  • DOI: https://doi.org/10.1007/s00034-013-9631-2

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