Title
Stabilization of the stochastic jump diffusion systems by state-feedback control
Abstract
This paper addresses the stabilization of stochastic jump diffusion system in both almost sure and mean square sense by state-feedback control. We find conditions under which the solutions to the class of jump-diffusion process are mean square exponentially stable and almost sure exponentially stable. We investigate the stabilization of the stochastic jump diffusion systems by applying the state-feedback controllers not only in the drift term, but also in jump diffusion terms. Meanwhile our theory is generalized to cope with the uncertainty of system parameters. All the results are expressed in terms of linear matrix inequalities (LMIs), which are easy to be checked in a MATLAB Toolbox.
Year
DOI
Venue
2014
10.1016/j.jfranklin.2013.12.009
Journal of the Franklin Institute
Field
DocType
Volume
Mean square,Mathematical optimization,Matrix (mathematics),Control theory,Matlab toolbox,Jump diffusion,Mean square sense,Exponential stability,Mathematics
Journal
351
Issue
ISSN
Citations 
3
0016-0032
0
PageRank 
References 
Authors
0.34
10
5
Name
Order
Citations
PageRank
Yuanyuan Zhang112111.56
Renfu Li231.07
Dinggen Li300.68
Yang Hu400.68
Xiaoming Huo511.03