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

Zhiguo Yan, Shiyu Zhong and Xingping Liu

Complexity, 2018, vol. 2018, 1-13

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.

Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:hin:complx:1936021

DOI: 10.1155/2018/1936021

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