2015 IEEE International Conference on Information and Automation 2015
DOI: 10.1109/icinfa.2015.7279514
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H∞ guaranteed cost finite-time control for stochastic differential inclusion systems

Abstract: This paper deals with the problem of H∞ guaranteed cost finite-time control for stochastic differential inclusion systems with external disturbances. Firstly, the definition of stochastic H∞ guaranteed cost finite-time boundedness (SH∞GCF T B) is given. Secondly, by using the descriptor system approach, sufficient conditions are derived and a state feedback is designed to ensure SH∞GCF T B of the closed-loop system. Finally, an example is given to illustrate the effectiveness of the proposed method.

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Cited by 3 publications
(3 citation statements)
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“…There are some results about this problem; see [22][23][24][25][26][27][28][29] and references therein. These results mainly focus on nonpositive systems, involved in fuzzy systems [22,27], continuous-time nonlinear systems [23], interconnected systems [24], Markov switching systems [25], stochastic systems [26,28], neural networks [29], and so on. However, to the best of our knowledge, there are few results available on guaranteed cost finite-time control for positive switched linear systems with time-varying delays, which motivates our present study.…”
Section: Introductionmentioning
confidence: 99%
“…There are some results about this problem; see [22][23][24][25][26][27][28][29] and references therein. These results mainly focus on nonpositive systems, involved in fuzzy systems [22,27], continuous-time nonlinear systems [23], interconnected systems [24], Markov switching systems [25], stochastic systems [26,28], neural networks [29], and so on. However, to the best of our knowledge, there are few results available on guaranteed cost finite-time control for positive switched linear systems with time-varying delays, which motivates our present study.…”
Section: Introductionmentioning
confidence: 99%
“…On the other hand, in most practical systems, researchers desire to design the control system which is not only nite-time stable but also guarantees an adequate level of performance. One method to this problem is the so-called guaranteed cost control [24,25]. In [26], the problem of robust nite-time guaranteed cost control for a class of impulsive switched systems with time-varying delay was studied.…”
Section: Introductionmentioning
confidence: 99%
“…One method to this problem is the so-called guaranteed cost finite-time control. Some remarkable results have been presented; see [23][24][25][26][27]. These results mainly focus on nonpositive systems.…”
Section: Introductionmentioning
confidence: 99%