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Finite-Time Control for Linear Itô Stochastic Systems with -Dependent Noise

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  • Zhiguo Yan
  • Shiyu Zhong
  • Xingping Liu

Abstract

This paper deals with the problem of the control based on finite-time boundedness for linear stochastic systems. The motivation for investigating this problem comes from one observation that the control does not involve systems’ transient performance. To express this problem clearly, a concept called finite-time control is introduced. Moreover, state feedback and observer-based finite-time controllers are designed, which guarantee finite-time boundedness, performance index, and performance index of the closed-loop systems. Furthermore, an optimization algorithm on the finite-time control is presented to obtain the minimum values of the index and index. Finally, we use an example to show the validity of the obtained results.

Suggested Citation

  • Zhiguo Yan & Shiyu Zhong & Xingping Liu, 2018. "Finite-Time Control for Linear Itô Stochastic Systems with -Dependent Noise," Complexity, Hindawi, vol. 2018, pages 1-13, October.
    • Handle: RePEc:hin:complx:1936021
    DOI: 10.1155/2018/1936021
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