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pth moment asymptotic interval stability and stabilization of linear stochastic systems via generalized H-representation

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  • Zhang, Huasheng
  • Zhuang, Guangming
  • Sun, Wei
  • Li, Yongmin
  • Lu, Junwei

Abstract

The problem of pth moment asymptotic interval stability and stabilization for linear stochastic systems is investigated in this paper. Firstly, we define the generalized H-representation which is very helpful to transform stochastic systems into deterministic systems. Then, the problems of pth moment interval stability, the decay rate of state response and the estimation of pth moment Lyapunov exponent are proposed with the help of the model-transformation method. Furthermore, the criteria for pth moment interval stabilization of the linear stochastic systems are addressed. Some necessary numerical examples are also provided to show the effectiveness of the addressed method.

Suggested Citation

  • Zhang, Huasheng & Zhuang, Guangming & Sun, Wei & Li, Yongmin & Lu, Junwei, 2020. "pth moment asymptotic interval stability and stabilization of linear stochastic systems via generalized H-representation," Applied Mathematics and Computation, Elsevier, vol. 386(C).
  • Handle: RePEc:eee:apmaco:v:386:y:2020:i:c:s0096300320304781
    DOI: 10.1016/j.amc.2020.125520
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    References listed on IDEAS

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    8. Wu, Tianyu & Huang, Xia & Chen, Xiangyong & Wang, Jing, 2020. "Sampled-data H∞ exponential synchronization for delayed semi-Markov jump CDNs: A looped-functional approach," Applied Mathematics and Computation, Elsevier, vol. 377(C).
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    Cited by:

    1. Yan, Zhiguo & Zhang, Min & Chang, Gaizhen & Lv, Hui & Park, Ju H., 2022. "Finite-time annular domain stability and stabilization of Itô stochastic systems with Wiener noise and Poisson jumps-differential Gronwall inequality approach," Applied Mathematics and Computation, Elsevier, vol. 412(C).
    2. Li, Yuanen & Zhang, Huasheng & Zhang, Tingting & Geng, Han, 2023. "Interval stability/stabilization and H∞ feedback control for linear impulsive stochastic systems," Applied Mathematics and Computation, Elsevier, vol. 437(C).

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