Discrete control of stochastic Markov switching systems with Lévy noise

Fubin Sun, Liping Yin, Mifeng Ren and Tao Li

International Journal of Systems Science, 2025, vol. 56, issue 10, 2393-2405

Abstract: In this paper, a nonlinear stochastic Markov switching system with Lévy noise is considered, and its stability is investigated with the assistance of Lyapunov theory. Firstly, a sliding mode surface for the system is designed, and the mean square exponential stability of sliding mode dynamics is verified. Moreover, it is proved that the system state can converge from the initial state to the sliding mode surface. After discretising the continuous controller, it is demonstrated that the second moment of the difference is bounded between the system states under the discrete controller and the continuous controller. Next, the stability of the system under the discrete controller is also ensured, and the maximum sampling interval that can maintain the stability of the discrete system is provided. Finally, simulation results indicate that the system maintains stability after the discretisation of the continuous controller.

Date: 2025
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/00207721.2024.2448262 (text/html)
Access to full text is restricted to subscribers.

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:taf:tsysxx:v:56:y:2025:i:10:p:2393-2405

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/TSYS20

DOI: 10.1080/00207721.2024.2448262

Access Statistics for this article

International Journal of Systems Science is currently edited by Visakan Kadirkamanathan

More articles in International Journal of Systems Science from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().