On pth moment stabilization of hybrid systems by discrete-time feedback control

Ran Dong, Xuerong Mao

Research output: Contribution to journalArticle

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Abstract

Since Mao initiated the study of stabilization of continuous-time hybrid stochastic differential equations (SDEs) by feedback controls based on discrete-time state observations in 2013, many authors have further studied and developed it. However, so far no work on the pth moment stabilization has been reported. This paper is to investigate how to stabilize a given unstable hybrid SDE by feedback controls based on discrete-time state observations, in the sense of H∞, asymptotic and exponential stability in pth moment for all p > 1. The main techniques used are constructions of the Lyapunov functionals and generalizations of inequalities.
Original languageEnglish
Number of pages20
JournalStochastic Analysis and Applications
Early online date23 Jun 2017
DOIs
Publication statusE-pub ahead of print - 23 Jun 2017

Keywords

  • pth moment stabilization
  • asymptotic stability
  • exponential stability
  • feedback control

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