Stochastic Stabilization of Itô Stochastic Systems with Markov Jumping and Linear Fractional Uncertainty

Abstract EN

For a class of Itô stochastic linear systems with the Markov jumping and linear fractional uncertainty, the stochastic stabilization problem is investigated via state feedback and dynamic output feedback, respectively.

In order to guarantee the stochastic stability of such uncertain systems, state feedback and dynamic output control law are, respectively, designed by using multiple Lyapunov function technique and LMI approach.

Finally, two numerical examples are presented to illustrate our results.