IDEAS home Printed from https://ideas.repec.org/a/wly/jnlaaa/v2014y2014i1n809290.html

Finite‐Time H∞ Control for Time‐Delayed Stochastic Systems with Markovian Switching

Author

Listed:
  • Wenhua Gao
  • Feiqi Deng
  • Ruiqiu Zhang
  • Wenhui Liu

Abstract

This paper studies the problem of finite‐time H∞ control for time‐delayed Itô stochastic systems with Markovian switching. By using the appropriate Lyapunov‐Krasovskii functional and free‐weighting matrix techniques, some sufficient conditions of finite‐time stability for time‐delayed stochastic systems with Markovian switching are proposed. Based on constructing new Lyapunov‐Krasovskii functional, the mode‐dependent state feedback controller for the finite‐time H∞ control is obtained. Simulation results illustrate the effectiveness of the proposed method.

Suggested Citation

  • Wenhua Gao & Feiqi Deng & Ruiqiu Zhang & Wenhui Liu, 2014. "Finite‐Time H∞ Control for Time‐Delayed Stochastic Systems with Markovian Switching," Abstract and Applied Analysis, John Wiley & Sons, vol. 2014(1).
    • Handle: RePEc:wly:jnlaaa:v:2014:y:2014:i:1:n:809290
    DOI: 10.1155/2014/809290
    as

    Download full text from publisher

    File URL: https://doi.org/10.1155/2014/809290
    Download Restriction: no
    File URL: https://libkey.io/10.1155/2014/809290?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Yingqi Zhang & Wei Cheng & Xiaowu Mu & Xiulan Guo, 2012. "Observer‐Based Finite‐Time H∞ Control of Singular Markovian Jump Systems," Journal of Applied Mathematics, John Wiley & Sons, vol. 2012(1).
    2. Shuangyun Xing & Qingling Zhang & Yi Zhang, 2013. "Finite‐Time Stability Analysis and Control for a Class of Stochastic Singular Biological Economic Systems Based on T‐S Fuzzy Model," Abstract and Applied Analysis, John Wiley & Sons, vol. 2013(1).
    3. Shuangyun Xing & Qingling Zhang & Yi Zhang, 2013. "Finite-Time Stability Analysis and Control for a Class of Stochastic Singular Biological Economic Systems Based on T-S Fuzzy Model," Abstract and Applied Analysis, Hindawi, vol. 2013, pages 1-10, June.
    4. Yingqi Zhang & Wei Cheng & Xiaowu Mu & Xiulan Guo, 2012. "Observer-Based Finite-Time Control of Singular Markovian Jump Systems," Journal of Applied Mathematics, Hindawi, vol. 2012, pages 1-19, April.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. R. Ezzati & M. Khodabin & Z. Sadati, 2014. "Numerical Implementation of Stochastic Operational Matrix Driven by a Fractional Brownian Motion for Solving a Stochastic Differential Equation," Abstract and Applied Analysis, John Wiley & Sons, vol. 2014(1).

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Zhiguo Yan & Weihai Zhang, 2014. "Finite‐Time Stability and Stabilization of Itô‐Type Stochastic Singular Systems," Abstract and Applied Analysis, John Wiley & Sons, vol. 2014(1).

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wly:jnlaaa:v:2014:y:2014:i:1:n:809290. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://onlinelibrary.wiley.com/journal/4058 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.