Abstract
In this paper, we introduce a new concept named input-output finite-time mean square stability (IO-FTMSS) for stochastic Markovian jump systems. In contrast to the available notions of stochastic stability, IO-FTMSS characterizes the input-output behavior of dynamics on a finite time horizon. Concerning a class of random input signals L T 2, the problems of input-output finite-time mean square stability and stabilization are investigated for both linear and nonlinear stochastic systems perturbed by Markovian processes. Sufficient conditions are derived in terms of coupled linear matrix inequalities (LMIs) and Hamilton-Jacobi inequalities (HJIs), respectively. In addition, a numerical example is supplied to illustrate the proposed technique.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
