随机马尔科夫跳跃系统有限时间控制-控制理论与应用.pdfVIP

32 3 Vol. 32 No. 3 2015 3 Control Theory Applications Mar. 2015 DOI: 10.7641/CTA.2015.40275 , (1. , 266590; 2. , 266590) : . , ; , Gronwall, . , ; , , , . , . : ; ; : TP273 : A Finite-time control of stochastic Markovian jump systems ZHANG Wei-hai, LIU He-ming (1. College of Electrical Engineering and Automation, Shandong University of Science and Technology, Qingdao Shandong 266590, China; 2. College of Mathematics and Systems Science, Shandong University of Science and Technology, Qingdao Shandong 266590, China) Abstract: This paper considers the finite-time control problem for stochastic Markovian jump system subject to partial information on transition probabilities. Firstly, the concepts of finite-time stochastic stability and stabilization for stochastic Markovian jump systems are defined. Secondly, with the aid of matrix transformations, mathematical expectation and Gronwall inequality, a practical criterion, under which the stochastic systems are finite-time stochastically stable, is given. After that, a sufficient condition for stochastic stabilization via state feedback is obtained. Considering that the state of the system in practical engineering is often with partial information, we develop a dynamic output feedback controller which ensures the stochastic system to be finite-time stochastically stabilizable. The testing condition for the existence of such a controller is proved. Finally, a numerical example is given to show the validity of the designed method. Key words: finite-time stability; Markovian jumps; partly unknown transition probabilities 1 (Introducti