标题：Finite-time H∞ control for Itô-Type nonlinear time-delay stochastic systems
作者：Yan Z.; Zhang M.; Song Y.; Zhong S.
作者机构：[Yan, Z] School of Electrical Engineering and Automation, Qilu University of Technology(Shandong Academy of Sciences), Jinan, 250353, China, School of 更多
通讯作者地址：[Yan, Z] School of Electrical Engineering and Automation, Qilu University of Technology(Shandong Academy of Sciences)China;
关键词：finite-time stability; H∞ control; nonlinear perturbations; Stochastic systems; time-delay
摘要：The finite-time H∞ control problem for an Itô-type stochastic system with nonlinear perturbation and time delay is investigated. First, the finite-time H∞ control problem for a nonlinear time-delay stochastic system is presented taking into consideration both the transient performance and the capability to attenuate the disturbance of a closed-loop system in a given finite-time interval. Second, using the Lyapunov-Krasoviskii functional method and the matrix inequality technique, some sufficient conditions for the existence of finite-time H∞ state feedback controller and dynamic-output feedback controller for nonlinear time-delay stochastic systems are obtained. These conditions guarantee the mean-square finite-time bounded-ness of the closed-loop systems and determine the H∞ control performance index. Third, this problem is transformed into an optimization problem with matrix inequality constraints, and the corresponding algorithms are given to optimize the H∞ performance index and obtain the maximum time-delay. Finally, a numerical example is used to illustrate the effectiveness of the proposed method. © 2013 IEEE.