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Exponential stabilization of stochastic interval system with time dependent parameters

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  • Udom, Akaninyene Udo

Abstract

There has been growing interest in analyzing stability in design controls of stochastic systems. This interest arises out of the need to develop robust control strategies for systems with uncertain dynamics. This paper is concerned with the examination of conditions under which the desired structure of a stochastic interval system with time dependent parameters is stabilizable. Necessary and sufficient condition under which two-level preconditioner guarantees quadratic mean exponential stability of the desired structure of uncontrolled stochastic interval system is presented. Sufficient condition for exponential stability of the equilibrium solution of uncontrolled stochastic interval system is also presented.

Suggested Citation

  • Udom, Akaninyene Udo, 2012. "Exponential stabilization of stochastic interval system with time dependent parameters," European Journal of Operational Research, Elsevier, vol. 222(3), pages 523-528.
    • Handle: RePEc:eee:ejores:v:222:y:2012:i:3:p:523-528
    DOI: 10.1016/j.ejor.2012.05.041
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    References listed on IDEAS

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    Cited by:

    1. You, Surong & Hu, Liangjian & Mao, Wei & Mao, Xuerong, 2015. "Robustly exponential stabilization of hybrid uncertain systems by feedback controls based on discrete-time observations," Statistics & Probability Letters, Elsevier, vol. 102(C), pages 8-16.

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