Please use this identifier to cite or link to this item: https://doi.org/10.1080/07362990903259421
Title: Guaranteed cost control for a class of uncertain stochastic impulsive systems with Markovian switching
Authors: Dong, Y.
Wang, Q.-G. 
Sun, J.
Keywords: Guaranteed cost control
Impulsive systems
LMIs
Markovian switching
Stochastic systems
Uncertain systems
Issue Date: Nov-2009
Source: Dong, Y., Wang, Q.-G., Sun, J. (2009-11). Guaranteed cost control for a class of uncertain stochastic impulsive systems with Markovian switching. Stochastic Analysis and Applications 27 (6) : 1174-1190. ScholarBank@NUS Repository. https://doi.org/10.1080/07362990903259421
Abstract: This article is concerned with the problem of guaranteed cost control for a class of uncertain stochastic impulsive systems with Markovian switching. To the best of our knowledge, it is the first time that such a problem is investigated for stochastic impulsive systems with Markovian switching. For an uncontrolled system, the conditions in terms of certain linear matrix inequalities (LMIs) are obtained for robust stochastical stability and an upper bound is given for the cost function. For the controlled systems, a set of LMIs is developed to design a linear state feedback controller which can stochastically stabilize the class of systems under study and guarantee the given cost function to have an upper bound. Further, an optimization problem with LMI constraints is formulated to minimize the guaranteed cost of the closed-loop system. Finally, a numerical example is provided to show the effectiveness of the proposed method. © Taylor & Francis Group, LLC.
Source Title: Stochastic Analysis and Applications
URI: http://scholarbank.nus.edu.sg/handle/10635/56168
ISSN: 07362994
DOI: 10.1080/07362990903259421
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