A finite-time stability theorem of stochastic nonlinear systems and stabilization designs

This paper focuses on the finite-time stability and stabilization designs of stochastic nonlinear systems. We first present and discuss a definition on the finite-time stability in probability of stochastic nonlinear systems, then we introduce a stochastic Lyapunov theorem on the finite-time stabili...

Full description

Saved in:
Bibliographic Details
Main Authors: Juliang Yin, Suiyang Khoo, Zhihong Man
Format: Conference Proceeding
Language:English
Subjects:
Asymptotic stability
Nonlinear systems
Stability criteria
State feedback
Stochastic processes
Stochastic systems
Online Access:Request full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:This paper focuses on the finite-time stability and stabilization designs of stochastic nonlinear systems. We first present and discuss a definition on the finite-time stability in probability of stochastic nonlinear systems, then we introduce a stochastic Lyapunov theorem on the finite-time stability, which has been established by Yin et al. We also employ this theorem to design a continuous state feedback controller that makes a class of stochastic nonlinear systems to be stable in finite time. An example and a simulation are given to illustrate the theoretical analysis.
ISSN:2156-2318
2158-2297
DOI:10.1109/ICIEA.2011.5975785