Abstract
This paper deals with the problem of stabilizing a hybrid stochastic system with norm bounded uncertainties. State-feedback controls based on discrete-time observations are designed in the drift and diffusion parts of the system. The controlled system will be ro- bustly exponentially stable in mean-square. Applying linear matrix inequality techniques, criteria to determine controllers and time lags are developed. One numerical example is given to verify our techniques.
Original language | English |
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Pages (from-to) | 8-16 |
Number of pages | 9 |
Journal | Statistics and Probability Letters |
Volume | 102 |
Early online date | 25 Mar 2015 |
DOIs | |
Publication status | Published - Jul 2015 |
Keywords
- brownian motion
- hybrid uncertain systems
- robust stabilization
- feedback control
- discrete-time observations