Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
8901152 | Applied Mathematics and Computation | 2018 | 10 Pages |
Abstract
This paper is concerned with a unified framework for asymptotic and transient behavior of stochastic systems. In order to explain this problem explicitly, a concept of mean square (γ, α)-stability is first introduced and two stability criteria are derived. By utilizing an auxiliary definition of mean square (γ, T)-stability, the relations among mean square (γ, α)-stability, mean square (γ, T)-stability and finite-time stochastic stability are established. Subsequently, two new sufficient conditions for the existence of state and output feedback mean square (γ, α)-stabilization controllers are presented in terms of matrix inequalities. A numerical algorithm is given to obtain the relation between γminâ and α. Finally, an example is given to illustrate our results.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Zhiguo Yan, Ju H. Park, Weihai Zhang,