Finite-Time Stability and Dynamic Output Feedback Stabilization of Stochastic Systems

This paper is concerned with finite-time stability and dynamic output feedback stabilization for Itô type stochastic systems. First of all, it presents a sufficient pth moment finite-time stability criterion of nonlinear stochastic systems. When linear stochastic systems are considered, a finite-time stability condition in the sense of mean square is obtained by choosing a quadratic Lyapunov function. Then, a dynamic output feedback controller is designed to mean-square finite-time stabilize the linear stochastic systems under consideration. Furthermore, the proposed method is extended to finite-time dynamic output feedback control for a class of linear stochastic retarded systems. Numerical examples are finally provided to show the effectiveness of the approach.