Stabilization of highly nonlinear stochastic coupled systems with Markovian switching under discrete-time state observations control
Jin Li,
Ying Guo,
Xiaotong Liu and
Yifan Zhang
Chaos, Solitons & Fractals, 2024, vol. 178, issue C
Abstract:
This paper investigates the stabilization of highly nonlinear stochastic coupled systems (HNSCSs) with Markovian switching under discrete-time state observations control. Different from most existing literature, the condition in which the diffusion coefficient and drift coefficient fulfill the linear growth condition is removed. In other words, the coupled systems considered are highly nonlinear. Combining the graph theory and Lyapunov method, we establish the stability criteria for HNSCSs with Markovian switching. Meanwhile, the upper bounded for duration between two successive state observations is proposed. Furthermore, the theoretical results are applied to study the stability of nonlinear electric RLC circuits. Lastly, a numerical example with simulations is provided to show the viability of obtained results.
Keywords: Markovian switching; Highly nonlinear systems; Discrete-time state observations; Stochastic coupled systems (search for similar items in EconPapers)
Date: 2024
References: View references in EconPapers View complete reference list from CitEc
Citations:
Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0960077923012286
Full text for ScienceDirect subscribers only
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:eee:chsofr:v:178:y:2024:i:c:s0960077923012286
DOI: 10.1016/j.chaos.2023.114326
Access Statistics for this article
Chaos, Solitons & Fractals is currently edited by Stefano Boccaletti and Stelios Bekiros
More articles in Chaos, Solitons & Fractals from Elsevier
Bibliographic data for series maintained by Thayer, Thomas R. ().