A new finite-time bounded control of stochastic Itô systems with (\(x, u, v\))-dependent noise: different quadratic function approach
type: Item
instance of: scholarly article
title: A new finite-time bounded control of stochastic Itô systems with (\(x, u, v\))-dependent noise: different quadratic function approach
zbMATH Open document ID: 1406.93312
DOI: 10.1155/2014/871591
published in: Abstract and Applied Analysis
publication date: 2019-02-14T00:00:00Z
review text: Summary: This paper addresses the finite-time bounded control problem of linear stochastic systems with state, control input, and external disturbance-dependent noise ((\(x, u, v\))-dependent noise for short). The notion of finite-time boundedness of linear stochastic systems is first introduced. Then a different quadratic function approach is proposed to give a sufficient condition for finite-time boundedness of such a class of systems, and its superiority to common quadratic approach is shown. Moreover, the finite-time bounded controller design problem is studied and two sufficient conditions for the existence of state and output feedback controllers are presented in terms of nonlinear matrix inequalities. An algorithm is given for solving the obtained nonlinear matrix inequalities. Finally, an example is employed to illustrate the effectiveness of our obtained results.
Mathematics Subject Classification ID: 93E03
Mathematics Subject Classification ID: 93C05
Mathematics Subject Classification ID: 93B52
zbMATH DE Number: 7023231
zbMATH Keywords: finite-time bounded control
zbMATH Keywords: stochastic Itô systems
zbMATH Keywords: noise
zbMATH Keywords: state and output feedback controllers
Wikidata QID: Q59042198
author: Zhi-Guo Yan
author: Zhongwei Lin
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2014/871591
OpenAlex ID: W2021005558
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description: scientific article; zbMATH DE number 7023231