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Finite-time annular domain stability and stabilization of Itô stochastic systems with Wiener noise and Poisson jumps-differential Gronwall inequality approach

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Listed:
  • Yan, Zhiguo
  • Zhang, Min
  • Chang, Gaizhen
  • Lv, Hui
  • Park, Ju H.

Abstract

This paper investigates the finite-time annular domain stability and stabilization of stochastic systems, described by an Itô-type differential equation, in which the systems are driven by both Wiener noises and Poisson jumps. First, a new inequality called reverse differential Gronwall inequality is established to achieve less conservative conditions for finite-time annular domain stability. Second, some sufficient conditions are derived to guarantee that the closed-loop system is finite-time annular domain stable by constructing a state feedback controller and an observer-based controller, respectively. All related conditions can be expressed in terms of matrix inequalities and corresponding algorithms are given. Finally, two numerical examples are presented to verify the validity of the derived results, and the effect of Poisson jump intensity on the boundary of the system states is illustrated.

Suggested Citation

  • 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).
    • Handle: RePEc:eee:apmaco:v:412:y:2022:i:c:s0096300321006731
    DOI: 10.1016/j.amc.2021.126589
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    References listed on IDEAS

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    1. 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).
    2. Chen, Guici & Gao, Yu & Zhu, Shasha, 2017. "Finite-time dissipative control for stochastic interval systems with time-delay and Markovian switching," Applied Mathematics and Computation, Elsevier, vol. 310(C), pages 169-181.
    3. Liu, Dan & Wang, Zidong & Liu, Yurong & Alsaadi, Fuad E., 2021. "Recursive filtering for stochastic parameter systems with measurement quantizations and packet disorders," Applied Mathematics and Computation, Elsevier, vol. 398(C).
    4. Sun, Mingmei & Xu, Meng, 2017. "Exponential stability and interval stability of a class of stochastic hybrid systems driven by both Brownian motion and Poisson jumps," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 487(C), pages 58-73.
    5. Yan, Zhiguo & Song, Yunxia & Liu, Xiaoping, 2018. "Finite-time stability and stabilization for Itô-type stochastic Markovian jump systems with generally uncertain transition rates," Applied Mathematics and Computation, Elsevier, vol. 321(C), pages 512-525.
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    Cited by:

    1. Zhiguo Yan & Zhiwei Zhang & Guolin Hu & Baolong Zhu, 2022. "Observer-Based Finite-Time H ∞ Control of the Blood Gases System in Extracorporeal Circulation via the T-S Fuzzy Model," Mathematics, MDPI, vol. 10(12), pages 1-15, June.
    2. Guolin Hu & Jian Zhang & Zhiguo Yan, 2022. "Local H ∞ Control for Continuous-Time T-S Fuzzy Systems via Generalized Non-Quadratic Lyapunov Functions," Mathematics, MDPI, vol. 10(19), pages 1-13, September.

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