Loading…

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...

Full description

Saved in:
Bibliographic Details
Published in:Journal of the Franklin Institute 2022-01, Vol.359 (1), p.439-460
Main Authors: Liu, Lei, Cao, Jinde, Wu, Zhaojing
Format: Article
Language:English
Subjects:
Citations: Items that this one cites
Items that cite this one
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
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.
ISSN:0016-0032
1879-2693
0016-0032
DOI:10.1016/j.jfranklin.2021.10.042