Finite Time Stability of Stochastic Hybrid Systems

This paper considers the finite time stability of stochastic hybrid systems, which has both Markovian switching and impulsive effect. First, the concept of finite time stability is extended to stochastic hybrid systems. Then, by using common Lyapunov function and multiple Lyapunov functions theory,...

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Main Authors: Ying Yang, Guopei Chen
Format: Article
Language:English
Published: Wiley 2014-01-01
Series:Abstract and Applied Analysis
Online Access:http://dx.doi.org/10.1155/2014/867189
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author Ying Yang
Guopei Chen
author_facet Ying Yang
Guopei Chen
author_sort Ying Yang
collection DOAJ
description This paper considers the finite time stability of stochastic hybrid systems, which has both Markovian switching and impulsive effect. First, the concept of finite time stability is extended to stochastic hybrid systems. Then, by using common Lyapunov function and multiple Lyapunov functions theory, two sufficient conditions for finite time stability of stochastic hybrid systems are presented. Furthermore, a new notion called stochastic minimum dwell time is proposed and then, combining it with the method of multiple Lyapunov functions, a sufficient condition for finite time stability of stochastic hybrid systems is given. Finally, a numerical example is provided to illustrate the theoretical results.
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institution Kabale University
issn 1085-3375
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publishDate 2014-01-01
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series Abstract and Applied Analysis
spelling doaj-art-e388697712164699a5cb0fc341ced6f42025-08-20T03:26:34ZengWileyAbstract and Applied Analysis1085-33751687-04092014-01-01201410.1155/2014/867189867189Finite Time Stability of Stochastic Hybrid SystemsYing Yang0Guopei Chen1Department of Mathematics, Huizhou University, Huizhou 516007, ChinaDepartment of Mathematics, Huizhou University, Huizhou 516007, ChinaThis paper considers the finite time stability of stochastic hybrid systems, which has both Markovian switching and impulsive effect. First, the concept of finite time stability is extended to stochastic hybrid systems. Then, by using common Lyapunov function and multiple Lyapunov functions theory, two sufficient conditions for finite time stability of stochastic hybrid systems are presented. Furthermore, a new notion called stochastic minimum dwell time is proposed and then, combining it with the method of multiple Lyapunov functions, a sufficient condition for finite time stability of stochastic hybrid systems is given. Finally, a numerical example is provided to illustrate the theoretical results.http://dx.doi.org/10.1155/2014/867189
spellingShingle Ying Yang
Guopei Chen
Finite Time Stability of Stochastic Hybrid Systems
Abstract and Applied Analysis
title Finite Time Stability of Stochastic Hybrid Systems
title_full Finite Time Stability of Stochastic Hybrid Systems
title_fullStr Finite Time Stability of Stochastic Hybrid Systems
title_full_unstemmed Finite Time Stability of Stochastic Hybrid Systems
title_short Finite Time Stability of Stochastic Hybrid Systems
title_sort finite time stability of stochastic hybrid systems
url http://dx.doi.org/10.1155/2014/867189
work_keys_str_mv AT yingyang finitetimestabilityofstochastichybridsystems
AT guopeichen finitetimestabilityofstochastichybridsystems