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

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

Applied Mathematics and Computation, 2020, vol. 386, issue C

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.

Keywords: pth moment asymptotic stability; pth moment interval asymptotic stability; spectrum assignment; H-representation; power vector (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:386:y:2020:i:c:s0096300320304781

DOI: 10.1016/j.amc.2020.125520

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