Stochastic Finite Time Stabilization for a Class of Nonlinear Markovian Jump Stochastic Systems With Impulsive Effects

Abstract

This paper is dedicated to the study of stochastic finitetime stability (SFTS) and control synthesis for a class of nonlinear Markovian jump stochastic systems with impulsive effects. By introducing a timevarying stochastic Lyapunov function with discontinuities at impulse times, an improved criterion for SFTS is derived in terms of linear matrix inequalities (LMIs). Based on the new SFTS criterion, four kinds of finitetime hybrid/continuoustime state feedback controllers are constructed by using the solutions to certain sets of LMIs. The effectiveness of the proposed method is validated through one numerical example.