NDLI: Finite-time stochastic stabilisation of Markovian jump non-linear quadratic systems with partially known transition probabilities

Content Provider	IET Digital Library
Author	Wei, Yunliang Zheng, Wei Xing
Abstract	This paper studies the problems of the finite-time stochastic boundedness (FTSB) and stabilisation for a class of discrete-time Markovian jump non-linear quadratic systems with incomplete information on transition probabilities. It is shown that the FTSB of the system can be ensured under some sufficient conditions derived. As a corollary, some sufficient conditions of the finite-time stochastic stability for the non-linear quadratic systems without exogenous disturbance are also established. Based on these results, stabilising mode-dependent state feedback controllers are designed for Markovian jump non-linear quadratic systems with/without exogenous disturbance, respectively. Consequently, the finite-time stochastic stabilisation problem is resolved. Finally, a numerical example is presented to demonstrate the effectiveness of the proposed theory.
Starting Page	311
Ending Page	318
Page Count	8
ISSN	17518644
Volume Number	8
e-ISSN	17518652
Issue Number	Issue 5, Mar (2014)
Alternate Webpage(s)	https://digital-library.theiet.org/content/journals/iet-cta/8/5
Alternate Webpage(s)	https://digital-library.theiet.org/content/journals/10.1049/iet-cta.2013.0570
Journal	IET Control Theory & Applications
Publisher Date	2014-02-17
Access Restriction	Open
Rights Holder	© The Institution of Engineering and Technology
Subject Keyword	Asymptotic Stability Control System Analysis Control System Synthesis Discrete Control System Discrete Time System Discrete-time Markovian Jump Nonlinear Quadratic System Finite Time Stochastic Stabilisation Finite Time Stochastic Stability Finite-time Stochastic Boundedness FTSB Lyapunov Method Markov Processes Markovian Jump Nonlinear Quadratic System Nonlinear Programming Optimisation Technique Partially Known Transition Probabilities Quadratic Programming Stability in Control Theory State Feedback State Feedback Controller Stochastic System Synthesis Method Time Varying Control System
Content Type	Text
Resource Type	Article
Subject	Control and Optimization Control and Systems Engineering Human-Computer Interaction Electrical and Electronic Engineering Computer Science Applications

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