Stochastic finite-time guaranteed cost control of Markovian jumping singular systems
type: Item
instance of: scholarly article
title: Stochastic finite-time guaranteed cost control of Markovian jumping singular systems
zbMATH Open document ID: 1235.93265
DOI: 10.1155/2011/431751
author: Yingqi Zhang
author: Caixia Liu
author: Xiaowu Mu
published in: Mathematical Problems in Engineering
publication date: 2012-04-03T00:00:00Z
review text: Summary: The problem of stochastic finite-time guaranteed cost control is investigated for Markovian jumping singular systems with uncertain transition probabilities, parametric uncertainties, and time-varying norm-bounded disturbance. Firstly, the definitions of stochastic singular finite-time stability, stochastic singular finite-time boundedness, and stochastic singular finite-time guaranteed cost control are presented. Then, sufficient conditions on stochastic singular finite-time guaranteed cost control are obtained for the family of stochastic singular systems. Designed algorithms for the state feedback controller are provided to guarantee that the underlying stochastic singular system is stochastic singular finite-time guaranteed cost control in terms of restricted linear matrix equalities with a fixed parameter. Finally, numerical examples are given to show the validity of the proposed scheme.
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 6021089
Wikidata QID: Q58693040
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2011/431751
OpenAlex ID: W2121417121
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description: scientific article; zbMATH DE number 6021089