Exponential Stabilisation of Continuous-time Periodic Stochastic Systems by Feedback Control Based on Periodic Discrete-time Observations

Ran Dong, Xuerong Mao, Stewart Birrell

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Abstract

Since Mao in 2013 discretised the system observations for stabilisation problem of hybrid SDEs (stochastic differential equations with Markovian switching) by feedback control, the study of this topic using a constant observation frequency has been further developed. However, the time-varying observation frequencies have not been considered yet. Particularly, an observational more efficient way is to consider the time-varying property of the system and observe a periodic SDE system at the periodic time-varying frequencies. This paper investigates how to stabilise a periodic hybrid SDE by a periodic feedback control, based on periodic discrete-time observations. This paper provides sufficient conditions under which the controlled system can achieve pth moment exponential stability for p > 1 and almost sure exponential stability. The Lyapunov method and inequalities are main tools of our derivation and analysis. The existence of observation interval sequence is verified and one way of its calculation is provided. Finally, an example is given for illustration. Our new techniques not only reduce the observational cost by reducing observation frequency dramatically, but also offer the flexibility on system observation settings. This paper allows readers to set observation frequencies for some time intervals according to their needs to some extent.
Original languageEnglish
Pages (from-to)(In-Press)
Number of pages11
JournalIET Control Theory and Applications
Volume(In-Press)
Early online date6 Jan 2020
DOIs
Publication statusE-pub ahead of print - 6 Jan 2020

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Keywords

  • Stochastic differential equations
  • exponential stabilisation
  • Markovian switching
  • Periodic stochastic systems
  • Feedback control
  • discrete-time observations

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