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Intermittent stochastic stabilization of Markovian jump systems via sampled data
This paper is concerned with stochastic stabilization of Markovian jump systems. By using some novel analysis technique, especially the established quasi time-homogeneous property, the aperiodic intermittent and sampled-data strategies have been integrated into stochastic stabilized theory. A criter...
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Published in: | Journal of the Franklin Institute 2022-01, Vol.359 (1), p.439-460 |
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Main Authors: | , , |
Format: | Article |
Language: | English |
Subjects: | |
Citations: | Items that this one cites Items that cite this one |
Online Access: | Get full text |
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Summary: | This paper is concerned with stochastic stabilization of Markovian jump systems. By using some novel analysis technique, especially the established quasi time-homogeneous property, the aperiodic intermittent and sampled-data strategies have been integrated into stochastic stabilized theory. A criterion is derived, which ensures the stabilization via the aperiodic intermittent stochastic feedback based on sampled-data of state and mode of Markovian jump systems. Two numericalexamples are given to show the effectiveness of our criterion. |
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ISSN: | 0016-0032 1879-2693 0016-0032 |
DOI: | 10.1016/j.jfranklin.2021.10.042 |