A New Finite-Time Bounded Control of Stochastic Itô Systems with (x,u,v)-Dependent Noise: Different Quadratic Function Approach
This paper addresses the finite-time bounded control problem of linear stochastic systems with state, control input, and external disturbance-dependent noise ((x,u,v)-dependent noise for short). The notion of finite-time boundedness of linear stochastic systems is first introduced. Then a different...
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| Format: | Article |
| Language: | English |
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Wiley
2014-01-01
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| Series: | Abstract and Applied Analysis |
| Online Access: | http://dx.doi.org/10.1155/2014/871591 |
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| _version_ | 1832555076889083904 |
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| author | Zhiguo Yan Zhongwei Lin |
| author_facet | Zhiguo Yan Zhongwei Lin |
| author_sort | Zhiguo Yan |
| collection | DOAJ |
| description | This paper addresses the finite-time bounded control problem of linear stochastic systems with state, control input, and external disturbance-dependent noise ((x,u,v)-dependent noise for short). The notion of finite-time boundedness of linear stochastic systems is first introduced. Then a different quadratic function approach is proposed to give a sufficient condition for finite-time boundedness of such a class of systems, and its superiority to common quadratic approach is shown. Moreover, the finite-time bounded controller design problem is studied and two sufficient conditions for the existence of state and output feedback controllers are presented in terms of nonlinear matrix inequalities. An algorithm is given for solving the obtained nonlinear matrix inequalities. Finally, an example is employed to illustrate the effectiveness of our obtained results. |
| format | Article |
| id | doaj-art-d1bac29509f7406382c5185a0278ad10 |
| institution | Kabale University |
| issn | 1085-3375 1687-0409 |
| language | English |
| publishDate | 2014-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Abstract and Applied Analysis |
| spelling | doaj-art-d1bac29509f7406382c5185a0278ad102025-02-03T05:49:42ZengWileyAbstract and Applied Analysis1085-33751687-04092014-01-01201410.1155/2014/871591871591A New Finite-Time Bounded Control of Stochastic Itô Systems with (x,u,v)-Dependent Noise: Different Quadratic Function ApproachZhiguo Yan0Zhongwei Lin1School of Electrical Engineering and Automation, Qilu University of Technology, Jinan 250353, ChinaState Key Laboratory of Alternate Electrical Power System with Renewable Energy Sources, School of Control and Computer Engineering, North China Electric Power University, Beijing 102206, ChinaThis paper addresses the finite-time bounded control problem of linear stochastic systems with state, control input, and external disturbance-dependent noise ((x,u,v)-dependent noise for short). The notion of finite-time boundedness of linear stochastic systems is first introduced. Then a different quadratic function approach is proposed to give a sufficient condition for finite-time boundedness of such a class of systems, and its superiority to common quadratic approach is shown. Moreover, the finite-time bounded controller design problem is studied and two sufficient conditions for the existence of state and output feedback controllers are presented in terms of nonlinear matrix inequalities. An algorithm is given for solving the obtained nonlinear matrix inequalities. Finally, an example is employed to illustrate the effectiveness of our obtained results.http://dx.doi.org/10.1155/2014/871591 |
| spellingShingle | Zhiguo Yan Zhongwei Lin A New Finite-Time Bounded Control of Stochastic Itô Systems with (x,u,v)-Dependent Noise: Different Quadratic Function Approach Abstract and Applied Analysis |
| title | A New Finite-Time Bounded Control of Stochastic Itô Systems with (x,u,v)-Dependent Noise: Different Quadratic Function Approach |
| title_full | A New Finite-Time Bounded Control of Stochastic Itô Systems with (x,u,v)-Dependent Noise: Different Quadratic Function Approach |
| title_fullStr | A New Finite-Time Bounded Control of Stochastic Itô Systems with (x,u,v)-Dependent Noise: Different Quadratic Function Approach |
| title_full_unstemmed | A New Finite-Time Bounded Control of Stochastic Itô Systems with (x,u,v)-Dependent Noise: Different Quadratic Function Approach |
| title_short | A New Finite-Time Bounded Control of Stochastic Itô Systems with (x,u,v)-Dependent Noise: Different Quadratic Function Approach |
| title_sort | new finite time bounded control of stochastic ito systems with x u v dependent noise different quadratic function approach |
| url | http://dx.doi.org/10.1155/2014/871591 |
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