Finite-time stability theorem of stochastic nonlinear systems

被引：253

作者：

Chen, Weisheng ^{[1
,2
]}

Jiao, L. C. ^{[2
]}

机构：

[1] Xidian Univ, Dept Appl Math, Xian 710071, Peoples R China

[2] Xidian Univ, Key Lab Intelligent Percept & Image Understanding, Minist Educ, China Inst Intelligent Informat Proc, Xian 710071, Peoples R China

来源：

AUTOMATICA | 2010年 / 46卷 / 12期

基金：

中国国家自然科学基金; 中国博士后科学基金;

关键词：

Finite time stability; Stochastic nonlinear systems; Stochastic settling time function; Lyapunov method; STABILIZATION;

D O I：

10.1016/j.automatica.2010.08.009

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

A new concept of finite-time stability called stochastically finite-time attractiveness is defined for a class of stochastic nonlinear systems described by the Ito differential equation The settling time function is a stochastic variable and its expectation is finite A theorem and a corollary are given to verify the finite-time attractiveness of stochastic systems based on Lyapunov functions Two simulation examples are provided to illustrate the applications of the theorem and the corollary established in this paper (C) 2010 Elsevier Ltd All rights reserved

引用

页码：2105 / 2108

页数：4

共 27 条

[1] Finite-time stabilization via dynamic output feedback [J].