期刊
SYSTEMS & CONTROL LETTERS
卷 61, 期 12, 页码 1209-1214出版社
ELSEVIER
DOI: 10.1016/j.sysconle.2012.08.013
关键词
Stochastic differential equations; Stability; Markovian switching; Unknown transition jump rates
资金
- National Natural Science Foundation of China [61074003]
This paper discusses the asymptotic stability of the nonlinear stochastic differential equations with Markovian switching (SDEWMSs). The equations under consideration are more general, whose transition jump rates matrix Q is not precisely known. By using the switching process jump times to subdivide the time and then investigate the related sequence, we provide sufficient conditions for asymptotic stability of SDEWMSs when each subsystem is stable and a certain slow switching condition holds. For the general multi-dimensional linear SDEWMSs, sufficient conditions via bi-linear matrix inequalities are also proposed for the design of robust stabilization. Some examples are given to illustrate the effectiveness of our results. (C) 2012 Elsevier B.V. All rights reserved.
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