Finite‐time stabilization of stochastic nonlinear systems with SiISS inverse dynamics

This paper investigates the finite‐time control problem for a class of stochastic nonlinear systems with stochastic integral input‐to‐state stablility (SiISS) inverse dynamics. Motivated by finite‐time stochastic input‐to‐state stability and the concept of SiISS using Lyapunov functions, a novel finite‐time SiISS using Lyapunov functions is introduced firstly. Then, by adopting this novel finite‐time SiISS small‐gain arguments, using the backstepping technique and stochastic finite‐time stability theory, a systematic design and analysis algorithm is proposed. Given the control laws that guarantee global stability in probability or asymptotic stability in probability, our design algorithm presents a state‐feedback controller that can ensure the solution of the closed‐loop system to be finite‐time stable in probability. Finally, a simulation example is given to demonstrate the effectiveness of the proposed control scheme. Copyright © 2017 John Wiley & Sons, Ltd.     

State‐feedback stabilization for stochastic high‐order nonlinear systems with SISS inverse dynamics

This paper investigates the problem of state‐feedback control for a class of stochastic high‐order nonlinear systems with stochastic inverse dynamics. Under the assumption that the inverse dynamics of the subsystem are stochastic input‐to‐state stable (SISS), by extending through adding a power integrator technique, choosing an appropriate Lyapunov function and using the idea of changing supply function, a smooth state‐feedback controller is explicitly constructed to render the system globally asymptotically stable in probability and the states can be regulated to the origin. A simulation example is provided to show the effectiveness of the proposed scheme. Copyright © 2010 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society     

Continuous finite‐time state feedback stabilizers for some nonlinear stochastic systems

This paper is concerned with the problem of finite‐time stabilization for some nonlinear stochastic systems. Based on the stochastic Lyapunov theorem on finite‐time stability that has been established by the authors in the paper, it is proven that Euler‐type stochastic nonlinear systems can be finite‐time stabilized via a family of continuous feedback controllers. Using the technique of adding a power integrator, a continuous, global state feedback controller is constructed to stabilize in finite time a large class of two‐dimensional lower‐triangular stochastic nonlinear systems. Also, for a class of three‐dimensional lower‐triangular stochastic nonlinear systems, a recursive design scheme of finite‐time stabilization is given by developing the technique of adding a power integrator and constructing a continuous feedback controller. Finally, a simulation example is given to illustrate the theoretical results. Copyright © 2014 John Wiley & Sons, Ltd.     

State‐feedback stabilization for high‐order stochastic nonlinear systems with stochastic inverse dynamics

For a class of high‐order stochastic nonlinear systems with stochastic inverse dynamics which are neither necessarily feedback linearizable nor affine in the control input, this paper investigates the problem of state‐feedback stabilization for the first time. Under some weaker assumptions, a smooth state‐feedback controller is designed, which ensures that the closed‐loop system has an almost surely unique solution on [0, ∞), the equilibrium at the origin of the closed‐loop system is globally asymptotically stable in probability, and the states can be regulated to the origin almost surely. A simulation example demonstrates the control scheme. Copyright © 2007 John Wiley & Sons, Ltd.     

Finite‐Time Stability and Stabilization of Linear Itô Stochastic Systems with State and Control‐Dependent Noise

In this paper, finite‐time stability and stabilization problems for a class of linear stochastic systems are studied. First, a new concept of finite‐time stochastic stability is defined for linear stochastic systems. Then, based on matrix inequalities, some sufficient conditions under which the stochastic systems are finite‐time stochastically stable are given. Subsequently, the finite‐time stochastic stabilization is studied and some sufficient conditions for the existence of a state feedback controller and a dynamic output feedback controller are presented by using a matrix inequality approach. An algorithm is given for solving the matrix inequalities arising from finite‐time stochastic stability (stabilization). Finally, two examples are employed to illustrate the results.     

Output‐feedback control of a class of stochastic nonlinear systems with linearly bounded unmeasurable states

In this paper, the problems of stochastic disturbance attenuation and asymptotic stabilization via output feedback are investigated for a class of stochastic nonlinear systems with linearly bounded unmeasurable states. For the first problem, under the condition that the stochastic inverse dynamics are generalized stochastic input‐to‐state stable, a linear output‐feedback controller is explicitly constructed to make the closed‐loop system noise‐to‐state stable. For the second problem, under the conditions that the stochastic inverse dynamics are stochastic input‐to‐state stable and the intensity of noise is known to be a unit matrix, a linear output‐feedback controller is explicitly constructed to make the closed‐loop system globally asymptotically stable in probability. Using a feedback domination design method, we construct these two controllers in a unified way. Copyright © 2007 John Wiley & Sons, Ltd.     

Input‐to‐state stability of nonlinear stochastic time‐varying systems with impulsive effects

This paper considers the input‐to‐state stability, integral‐ISS, and stochastic‐ISS for impulsive nonlinear stochastic systems. The Lyapunov function considered in this paper is indefinite, that is, the rate coefficient of the Lyapunov function is time‐varying, which can be positive or negative along time evolution. Lyapunov‐based sufficient conditions are established for ensuring ISS of impulsive nonlinear stochastic systems. Three examples involving one from networked control systems are provided to illustrate the effectiveness of theoretical results obtained. Copyright © 2016 John Wiley & Sons, Ltd.     

A new unified input‐to‐state stability criterion for impulsive stochastic delay systems with Markovian switching

In this paper, the problems of the input‐to‐state stability (ISS), the integral input‐to‐state stability (iISS), the stochastic input‐to‐state stability (SISS) and the e^λt(λ>0)‐weighted input‐to‐state stability (e^λt‐ISS) are investigated for nonlinear time‐varying impulsive stochastic delay systems with Markovian switching. We propose one unified criterion for the stabilizing impulse and the destabilizing impulse to guarantee the ISS, iISS, SISS and e^λt‐ISS for such systems. We verify that when the upper bound of the average impulsive interval is given, the stabilizing impulsive effect can stabilize the systems without ISS. We also show that the destabilizing impulsive signal with a given lower bound of the average impulsive interval can preserve the ISS of the systems. In addition, one criterion for guaranteeing the ISS of nonlinear time‐varying stochastic hybrid systems under no impulsive effect is derived. Two examples including one coupled dynamic systems model subject to external random perturbation of the continuous input and impulsive input disturbances are provided to illustrate the effectiveness of the theoretic results developed.     

Finite‐time stabilization for a class of stochastic low‐order nonlinear systems with unknown control coefficients

This paper addresses the problem of finite‐time stabilization for a class of low‐order stochastic upper‐triangular nonlinear systems corrupted by unknown control coefficients. Unlike the relevant schemes, the control strategy draws into a dominate gain to cope with the deteriorative effects of both uncertain nonlinearities and unknown control coefficients without using traditional adaptive compensation method. Then, a state feedback controller is constructed by the adding a power integrator method and modified homogeneous domination approach, to ensure the finite‐time stability of the closed‐loop system. Finally, the effectiveness of proposed control strategy has been demonstrated by a simulation example.     

Adaptive state feedback control for switched stochastic high‐order nonlinear systems under arbitrary switchings

This paper studies the adaptive state feedback control for a class of switched time‐varying stochastic high‐order nonlinear systems under arbitrary switchings. Based on the common Lyapunov function and using the inductive method, virtual controllers are designed step by step and the form of the input signal of the system is constructed at the last. The unknown parameters are addressed by the tuning function method. In particular, both the designed state feedback controller and the adaptive law are independent of switching signals. Based on the designed controller, the boundness of the state variables can be guaranteed in probability. Furthermore, without considering the Wiener process or with the known parameter in the assumption, adaptive finite‐time stabilization and finite‐time stabilization in probability can be obtained, respectively. Finally, numerical simulation results are presented to illustrate the effectiveness of the proposed method.     

Finite‐Time Stabilization of Stochastic High‐Order Nonlinear Systems

This paper considers the problem of global finite‐time stabilization in probability for stochastic high‐order nonlinear systems in which the power order is greater than or equal to one and the drift and diffusion terms satisfy weaker growth conditions. Based on stochastic Lyapunov theorem on finite‐time stability, via the combined adding one power integrator and sign function method, constructing a Lyapunov function and verifying the existence and uniqueness of solution, a continuous state feedback controller is designed to guarantee the closed‐loop system globally finite‐time stable in probability.     

State feedback stabilization of stochastic nonlinear systems with SiISS inverse dynamics

This paper further considers a more general class of stochastic nonlinear systems with stochastic integral input‐to‐state stability (SiISS) inverse dynamics and drift and diffusion terms depending upon the other states besides stochastic inverse dynamics and the first state. By skillfully choosing the designed functions and the update laws of parameters, and using the important mathematical tools established in IEEE Trans. Automat. Contr. 2010; 55 (2):304–320, a unifying framework of state feedback controller is proposed to guarantee that all the signals of the closed‐loop system are bounded almost surely and the states can be regulated to zero almost surely. A simulation example demonstrates the effectiveness of the control scheme. Copyright © 2011 John Wiley & Sons, Ltd.     

Razumikhin‐type approach on state feedback of stochastic high‐order nonlinear systems with time‐varying delay

The Razumikhin‐type approach is introduced to solve the state feedback stabilization problem for a class of stochastic high‐order nonlinear systems with time‐varying delay. Based on the general Razumikhin‐type theorem on stochastic systems established in our paper and backstepping design method, a state feedback controller is constructed to ensure the origin of closed‐loop system is globally asymptotically stable in probability. Our methodology enables us to completely remove the limitations on the derivative of delay, which is the common assumption of stochastic high‐order nonlinear systems with time‐varying delay. The efficiency of the state feedback controller is demonstrated by simulation examples. Copyright © 2017 John Wiley & Sons, Ltd.     

Finite‐time stabilization for a class of switched stochastic nonlinear systems with dead‐zone input nonlinearities

This paper studies the finite‐time stabilizing control problem for a class of switched stochastic nonlinear systems (SSNSs) in p‐normal form. The switched systems under consideration possess the powers of different positive rational numbers and the dead‐zone input nonlinearities. Based on the improving finite‐time stability theorem for SSNSs established in this paper, a general framework to address common state feedback for SSNSs is developed by adopting the common Lyapunov function–based adding a power integrator technique. It is proved that the proposed controller renders the trivial solution of the closed‐loop system uniformly finite‐time stable in probability under arbitrary switchings. Finally, simulation results are given to confirm the validity of the proposed approach.     

Finite‐time stability and stabilization of semi‐Markovian jump systems with time delay

Semi‐Markovian jump systems are more general than Markovian jump systems in modeling practical systems. On the other hand, the finite‐time stochastic stability is also more effective than stochastic stability in practical systems. This paper focuses on the finite‐time stochastic stability, exponential stochastic stability, and stabilization of semi‐Markovian jump systems with time‐varying delay. First, a new stability condition is presented to guarantee the finite‐time stochastic stability of the system by using a new Lyapunov‐Krasovskii functional combined with Wirtinger‐based integral inequality. Second, the stability criterion is further proved to guarantee the exponential stochastic stability of the system. Moreover, a controller design method is also presented according to the stability criterion. Finally, an example is provided to illustrate that the proposed stability condition is less conservative than other existing results. Additionally, we use the proposed method to design a controller for a load frequency control system to illustrate the effectiveness of the method in a practical system of the proposed method.     

Fixed‐time state estimation for a class of switched nonlinear time‐varying systems

This paper deals with the state estimation problem of a class of nonlinear time‐varying systems with switched dynamics. Based on the concept of fixed‐time stability, an observer is designed to reconstruct the continuous state of switched nonlinear time‐varying systems with state jumps, satisfying the minimal dwell‐time condition. Using the past input and output values of the studied system, some sufficient conditions are provided to estimate the state before the next switching. Some numerical results illustrate the effectiveness of the proposed scheme.     

Active disturbance rejection control approach to output‐feedback stabilization of lower triangular nonlinear systems with stochastic uncertainty

In this paper, we apply the active disturbance rejection control approach to output‐feedback stabilization for uncertain lower triangular nonlinear systems with stochastic inverse dynamics and stochastic disturbance. We first design an extended state observer (ESO) to estimate both unmeasured states and stochastic total disturbance that includes unknown system dynamics, unknown stochastic inverse dynamics, external stochastic disturbance, and uncertainty caused by the deviation of control parameter from its nominal value. The stochastic total disturbance is then compensated in the feedback loop. The constant gain and the time‐varying gain are used in ESO design separately. The mean square practical stability for the closed‐loop system with constant gain ESO and the mean square asymptotic stability with time‐varying gain ESO are developed, respectively. Some numerical simulations are presented to demonstrate the effectiveness of the proposed output‐feedback control scheme. Copyright © 2016 John Wiley & Sons, Ltd.     

Input‐to‐state stability of stochastic port‐Hamiltonian systems using stochastic generalized canonical transformations

As a practically important class of nonlinear stochastic systems, this paper considers stochastic port‐Hamiltonian systems (SPHSs) and investigates the stochastic input‐to‐state stability (SISS) property of a class of SPHSs. We clarify necessary conditions for the closed‐loop system of an SPHS to be SISS. Moreover, we provide a systematic construction of both the SISS controller and Lyapunov function so that the proposed necessary conditions hold. In the main results, the stochastic generalized canonical transformation plays a key role. The stochastic generalized canonical transformation technique enables to design both coordinate transformation and feedback controller with preserving the SPHS structure of the closed‐loop system. Consequently, the main theorem guarantees that the closed‐loop system obtained by the proposed method is SISS against both deterministic disturbance and stochastic noise. Copyright © 2017 John Wiley & Sons, Ltd.     

On the pth moment integral input‐to‐state stability and input‐to‐state stability criteria for impulsive stochastic functional differential equations

In this paper, several new Razumikhin‐type theorems for impulsive stochastic functional differential equations are studied by applying stochastic analysis techniques and Razumikhin stability approach. By developing a new comparison principle for stochastic version, some novel criteria of the pth moment integral input‐to‐state stability and input‐to‐state stability are derived for the related systems. The feature of the criteria shows that time‐derivatives of the Razumikhin functions are allowed to be indefinite, even unbounded, which can loosen the constraints of the existing results. Finally, some examples are given to illustrate the usefulness and significance of the theoretical results.     

Global stabilization for a class of stochastic nonlinear systems with SISS‐like conditions and time delay

The global stabilization problem for a class of stochastic time‐delay nonlinear systems with stochastic‐input‐to‐state‐stable–like conditions is investigated. Different from the existing results, the nonlinear growing conditions are more general, and the existences of the state and input time delays make the work more challenging in the control design and stability analysis. By introducing an appropriate gain‐scaling method and using a homogeneous domain control strategy, a delay‐independent controller is constructed to ensure that the equilibrium at the origin of the closed‐loop system is globally asymptotically stable in probability. Examples are given to show the validness of the proposed method.