文献类型：会议论文

英文题名：pTH MOMENT EXPONENTIAL STABILITY OF HYBRID STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS BY FEEDBACK CONTROL BASED ON DISCRETE-TIME STATE OBSERVATIONS

作者：Zhao, Yuyun[1];Zhang, Yi[1];Xu, Tao[1];Bai, Ling[2,3];Zhang, Qian[1]

第一作者：Zhao, Yuyun

通讯作者：Zhang, Y[1]

机构：[1]China Univ Petr, Dept Math, Coll Sci, Beijing 102249, Peoples R China;[2]Capital Normal Univ, Sch Math Sci, Beijing 100048, Peoples R China;[3]Beijing Union Univ, Coll Biochem Engn, Beijing 100101, Peoples R China

第一机构：China Univ Petr, Dept Math, Coll Sci, Beijing 102249, Peoples R China

通讯机构：[1]corresponding author), China Univ Petr, Dept Math, Coll Sci, Beijing 102249, Peoples R China.

会议论文集：2nd International Conference on Optimization and Control (ICOCO)

会议日期：DEC 07-09, 2015

会议地点：Chongqing, PEOPLES R CHINA

语种：英文

外文关键词：pth moment exponential stability; stochastic functional differential equation; Markovian switching; discrete-time state observations

摘要：In this paper, we discuss the pth moment exponential stabilization of continuous-time hybrid stochastic functional differential equations by feedback control based on discrete-time state observations. The hybrid stochastic functional differential equations are also known as stochastic functional differential equations with the Markovian switching. We follow Mao's paper to consider the auxiliary system whose control is based on continuous-time state observation. The lemma is provided that if the pth moment of the solution y(t) of the auxiliary system decays exponentially then the same with the pth moment of the functional yt. With the help of this lemma, the criterion for pth moment exponential stability of the primary system is given, and the margin of the duration of the discrete-time state observation is presented. Then the special case like the linear system is considered and the discrete-time feedback control is designed.