Finite-Time Stability and Stabilization of Discrete-Time Switching Markov Jump Linear System

doi:10.1007/s12204-020-2205-0

Journal of Shanghai Jiao Tong University(Science) ›› 2020, Vol. 25 ›› Issue (5): 674-680.doi: 10.1007/s12204-020-2205-0

• • 上一篇

Finite-Time Stability and Stabilization of Discrete-Time Switching Markov Jump Linear System

JIN Yunyun, SONG Yang, LIU Yongzhuang, HOU Weiyan

(1. Department of Automation, School of Mechatronics Engineering and Automation, Shanghai University, Shanghai
200444, China; 2. Shanghai Key Laboratory of Power Station Automation Technology, Shanghai University, Shanghai
200444, China; 3. School of Information Engineering, Zhengzhou University, Zhengzhou 450001, China)

出版日期:2020-10-28 发布日期:2020-09-11
通讯作者: SONG Yang (宋杨) E-mail:y_song@shu.edu.cn

Finite-Time Stability and Stabilization of Discrete-Time Switching Markov Jump Linear System

JIN Yunyun, SONG Yang, LIU Yongzhuang, HOU Weiyan

(1. Department of Automation, School of Mechatronics Engineering and Automation, Shanghai University, Shanghai
200444, China; 2. Shanghai Key Laboratory of Power Station Automation Technology, Shanghai University, Shanghai
200444, China; 3. School of Information Engineering, Zhengzhou University, Zhengzhou 450001, China)

Online:2020-10-28 Published:2020-09-11
Contact: SONG Yang (宋杨) E-mail:y_song@shu.edu.cn

摘要/Abstract

摘要： Switching Markov jump linear system (SMJLS), a special hybrid system, has attracted a lot of studies
recently. SMJLS is governed by stochastic and deterministic commutations. This paper focuses on the switching
strategy which stabilizes the SMJLS in a finite time interval in order to further expand the existing results
and investigate new aspects of such systems. Several sufficient conditions for finite-time stability of discrete-time
SMJLS are provided, and the numerical problems in these sufficient conditions are solved by solving linear matrix
inequalities (LMIs). Finally, numerical examples are given to show the feasibility and effectiveness of the results.

关键词: switching Markov jump linear system (SMJLS), finite-time stability, stochastic switching, deterministic
switching, minimum dwell time

Abstract: Switching Markov jump linear system (SMJLS), a special hybrid system, has attracted a lot of studies
recently. SMJLS is governed by stochastic and deterministic commutations. This paper focuses on the switching
strategy which stabilizes the SMJLS in a finite time interval in order to further expand the existing results
and investigate new aspects of such systems. Several sufficient conditions for finite-time stability of discrete-time
SMJLS are provided, and the numerical problems in these sufficient conditions are solved by solving linear matrix
inequalities (LMIs). Finally, numerical examples are given to show the feasibility and effectiveness of the results.

Key words: switching Markov jump linear system (SMJLS), finite-time stability, stochastic switching, deterministic
switching, minimum dwell time

中图分类号:

TP 273

JIN Yunyun, SONG Yang, LIU Yongzhuang, HOU Weiyan . Finite-Time Stability and Stabilization of Discrete-Time Switching Markov Jump Linear System[J]. Journal of Shanghai Jiao Tong University(Science), 2020, 25(5): 674-680.

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Finite-Time Stability and Stabilization of Discrete-Time Switching Markov Jump Linear System

Finite-Time Stability and Stabilization of Discrete-Time Switching Markov Jump Linear System

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