Robust stabilization of hybrid uncertain stochastic systems by discrete-time feedback control

摘要

This paper aims to stabilize hybrid stochastic differential equations with norm-bounded uncertainties by feedback controls based on the discrete-time observations of both state and mode. The control structure appears only in the drift part (the deterministic part) of a stochastic differential equations, and the controlled system will be robustly exponentially stable in mean square. Our stabilization criteria are in terms of linear matrix inequalities whence the feedback controls can be designed more easily in practice. An example is given to illustrate the effectiveness of our results. Copyright (c) 2016 John Wiley & Sons, Ltd.