Distributed finite-time stochastic control for spatially interconnected Markovian jump systems

摘要

This study discusses the analysis on finite-time stochastic stability and the distributed finite-time stochastic control synthesis for spatially interconnected Markovian jump systems in discrete-time case. To the best of our knowledge, the concepts of well-posedness, finite-time stochastic stability/boundedness and finite-time stochastic contractiveness are introduced for the first time. Moreover, a significant condition is explored to ensure that the expectation of system state stays in a fixed bound in a finite-time interval under a preset initial bound. Furthermore, the formulation of distributed stochastic controllers is developed such that the corresponding closed-loop spatially interconnected Markovian jump systems are well-posed, finite-time stochastic stable/bounded and finite-time stochastic contractive. Finally, a one-dimensional heat equation simulation result is employed to clarify the validity and effectiveness of the given control scheme. (C) 2020 The Franklin Institute. Published by Elsevier Ltd. All rights reserved.