Generalized average dwell time approach to stability and input-to-state stability of hybrid impulsive stochastic differential systems

This paper is concerned with the stability properties of a class of impulsive stochastic differential systems with Markovian switching. Employing the generalized average dwell time (gADT) approach, some criteria on the global asymptotic stability in probability and the stochastic input-to-state stability of the systems under consideration are established. Two numerical examples are given to illustrate the effectiveness of the theoretical results, as well as the effects of the impulses and the Markovian switching on the systems stability.     

Finite-time stability and controller design for a class of hybrid dynamical systems with deviating argument

This paper studies the finite-time stability (FTS) for a class of hybrid dynamical systems with deviating argument. An improved hybrid control scheme including sampled-data control as well as impulsive control is presented. Based on the theory of differential equations with piecewise constant argument of generalized type (PCAG) and the method of average impulsive interval (AII), several Lyapunov-based sufficient criteria for FTS are obtained in terms of linear matrix inequalities (LMIs), which can be verified via Matlab. The hybrid controller, in which the sampling instants could be different from the impulse instants, is designed by the established LMIs. The results in present paper are more convenient for application and less conservative than some existing ones. Finally, an example is given to illustrate the effectiveness and advantage of the obtained results.     

Global stability and stabilization of more general stochastic nonlinear systems

This paper considers the global stability and stabilization of more general stochastic nonlinear systems. Due to the absence of the conventional assumptions (e.g., Lipschitz condition), the stochastic nonlinear systems under investigation may have more than one weak solution. However, the most associated results are only applicable to the stochastic systems having a unique strong solution, and therefore, it is meaningful to refine and extend the relevant concepts and methods to the more general case. In this paper, the concepts of stochastic stability in the more general sense are first introduced to cover the stochastic nonlinear systems having more than one weak solution. Then, the generalized stochastic Barbashin–Krasovskii theorem and LaSalle theorem are established, which present the criterions of stochastic stability for more general stochastic nonlinear systems. As one of the main contributions in this paper, we rigorously prove the generalized stochastic Barbashin–Krasovskii theorem. Moreover, based on the generalized theorems, the output-feedback and state-feedback stabilization are accomplished respectively for two classes of high-order stochastic nonlinear systems under rather weaker assumptions comparing to the existing literature.     

Stability and stochastic stabilization of numerical solutions of regime-switching jump diffusion systems

This work studies stability and stochastic stabilization of numerical solutions of a class of regime-switching jump diffusion systems. These systems have a wide range of applications in communication systems, flexible manufacturing and production planning, financial engineering and economics because they involve three classes of stochastic factors: white noise, Poisson jump and Markovian switching. This paper focuses on the stability of numerical solutions of the switching jump diffusion systems and examines the conditions under which the Euler–Maruyama (EM) and the backward EM may share the stability of the exact solution. These conditions show that all these three classes of stochastic factors may serve as stabilizing factors and play positive roles for the stability property of both exact and numerical solutions.     

Finite-time stability of hybrid systems with continuous and Boolean dynamics

The hybrid systems with continuous and discrete variables can be used to describe many real-world phenomena. In this paper, by generalizing the mathematical form of gene regulatory networks, a novel class of hybrid systems consisting of continuous and Boolean dynamics is investigated. Firstly, the new hybrid system is introduced in detail, and a concept of finite-time stability (FTS) for it is proposed. Next, the existence and uniqueness of solutions are proved by fixed point theory. Furthermore, based on Lyapunov functions and the semi-tensor product (STP), i.e., Cheng product, some sufficient conditions of FTS for the hybrid systems are presented. The main results are illustrated by two numerical examples.     

Quantized stabilization of stochastic systems with multiplicative noise under Markovian switching

A problem of quantized state feedback quadratic mean-square stabilization of discrete-time stochastic processes under Markovian switching and multiplicative noise is considered. A static quantizer is used in the feedback channel and the jump Markovian switching is modeled by a discrete-time Markov chain. The control input is simultaneously applied to both the rate vector and the diffusion term. It is shown that the coarsest quantization density that permits quadratic mean-square stabilization of this system is achieved with the use of a logarithmic quantizer, and the coarsest quantization density is determined by an algebraic Riccati equation, which is also the solution to a special linear stochastic Markovian switching control system. Also, sufficient conditions for exponential mean-square stabilization of such systems are also explored. An example is given to demonstrate the obtained results.     

Razumikhin method and exponential stability of hybrid stochastic delay interval systems

This paper deals with the exponential stability of hybrid stochastic delay interval systems (also known as stochastic delay interval systems with Markovian switching). The known results in this area (see, e.g., [X., Mao, Exponential stability of stochastic delay interval systems with Markovian switching, IEEE Trans. Automat. Control 47 (10) (2002) 1604-1612]) require the time delay to be a constant or a differentiable function and the main reason for such a restriction is due to the analysis of mathematics. The main aim of this paper is to remove this restriction to allow the time delay to be a bounded variable only. The Razumikhin method is developed to cope with the difficulty arisen from the nondifferentiability of the time delay.     

Robust reliable stabilization of stochastic switched nonlinear systems under asynchronous switching

This paper is concerned with the problem of robust reliable control for a class of uncertain stochastic switched nonlinear systems under asynchronous switching, where the switching instants of the controller experience delays with respect to those of the system. A design scheme for the reliable controller is proposed to guarantee almost surely exponential stability for stochastic switched systems with actuator failures, and the dwell time approach is utilized for the stability analysis. Then the approach is extended to take into account stochastic switched system with Lipschitz nonlinearities and structured uncertainties. Finally, a numerical example is employed to verify the proposed method.     

Stabilization of stochastic singular nonlinear hybrid systems

This paper deals with the control of the class of singular nonlinear stochastic hybrid systems. Under some appropriate assumptions, results on stochastic stability and stochastic stabilization are developed. Two state feedback controllers (linear and nonlinear) that stochastically stabilize the class of systems we are considering are designed. LMI sufficient conditions are developed to compute the gains of these controllers.     

Stability of singularly perturbed nonlinear stochastic hybrid systems

The problem of exponential mean-square stability of nonlinear singularly perturbed, stochastic hybrid systems is studied in this article. Two groups of nonlinear systems are considered separately. To obtain the sufficient conditions of stability, two basic approaches of stability analysis for hybrid systems with a given Markovian switching rule and any Markovian switching rule and singularly perturbed non–hybrid systems were combined. The Lyapunov techniques were used in both approaches. The obtained results are illustrated by examples.     

Input-to-state stability of nonlinear systems with hybrid inputs and delayed impulses

This paper addresses input-to-state stability (ISS) and integral input-to-state stability (iISS) problem of impulsive systems with hybrid inputs and delayed impulses. By adopting Lyapunov function method, sufficient conditions for ISS/iISS are established, and the impact of time delay in hybrid impulses, that is, the stabilizing impulses and destabilizing impulses, are further studied. Moreover, several examples are given and numerical simulations are performed to illustrate their usefulness.     

Mean-square stability of Milstein method for linear hybrid stochastic delay integro-differential equations

In this paper we study the mean-square (MS) stability of the Milstein method for linear stochastic delay integro-differential equations (SDIDE) with Markovian switching by extending the techniques of [Z. Wang, C. Zhang, An analysis of stability of Milstein method for stochastic differential equations with delay, Computers and Mathematics with Applications 51 (2006) 1445–1452; L. Ronghua, H. Yingmin, Convergence and stability of numerical solutions to SDDEs with Markovian switching, Applied Mathematics and Computation 175 (2006) 1080–1091]. It is established that the Milstein method is MS-stable for linear stochastic delay differential equations (Wang and Zhang (2006); in the above reference). Here we prove that it is MS-stable for linear SDIDE with Markovian switching also under suitable conditions on the integral term. A numerical example is provided to illustrate the theoretical results.     

Finite-time stabilization of state dependent impulsive dynamical linear systems

The problem of finite-time stabilizing control design for state-dependent impulsive dynamical linear systems (SD-IDLS) is tackled in this paper. Such systems are characterized by continuous-time, linear, possibly time-varying, dynamics coupled with discrete-time, linear, possibly time-varying, dynamics. The continuous-time part determines the system evolution in any time interval between two consecutive resetting events, while the discrete-time part governs its instantaneous state jump whenever the system trajectory intersects a resetting set, i.e. a region of the state space assumed to be time-independent. By making use of a quadratic control Lyapunov function, the finite-time stabilization of SD-IDLS through a static output feedback control design is specifically discussed in this paper. A sufficient and constructive result is provided based on the conical hulls of the resetting set subregions and on some cone copositivity properties of the chosen control Lyapunov function. Such a result is based on the solution of a feasibility problem that involves a set of coupled Difference/Differential Linear Matrix Inequalities (D/DLMI), which is shown to be less conservative and more numerically amenable with respect to other results available in the literature. An example illustrates the effectiveness of the proposed approach.