Almost Sure Exponential Stabilization of a Class of Uncertain Stochastic Systems with Markovian Switching

作者：Zhu, F.^*; Han, Z.

来源：Asian Journal of Control, 2015, 17(3): 1088-1092.

DOI：10.1002/asjc.956

• Stochastic system
• almost sure exponential stabilization
• Markovian switching

This paper is concerned with the almost sure exponential stabilization of a class of uncertain stochastic systems with Markovian switching. A new criterion for testing the stability of such systems is established. The approach is based on stationary distribution theory. A sufficient condition is proposed for the design of robust state-feedback controllers. An example illustrates the proposed techniques.

• 出版日期2015-5
• 单位上海交通大学