Mean square exponential stabilization of uncertain time‐delay stochastic systems with fractional Brownian motion
Majid Parvizian, Khosro Khandani
Abstract
Abstract This article is concerned with exponential mean square stabilization of stochastic systems driven by fractional Brownian motion subject to state‐delay and uncertainties by sliding mode control. By applying the proposed method, the states of the system reach the sliding surface in finite time. Then, some sufficient conditions are given in terms of linear matrix inequalities (LMIs) to guarantee the mean‐square exponential stability of the sliding motion. The LMI conditions for mean‐square exponential stability of the sliding mode dynamics are derived by constructing a novel Lyapunov functional. Finally, a simulation example is presented which corroborates the accuracy of the results.
Topics & Concepts
MathematicsControl theory (sociology)Exponential stabilityFractional Brownian motionExponential functionBrownian motionMean squareSquare (algebra)Lyapunov functionStability (learning theory)Linear matrix inequalityApplied mathematicsMathematical analysisComputer scienceMathematical optimizationControl (management)Nonlinear systemPhysicsGeometryStatisticsQuantum mechanicsArtificial intelligenceMachine learningStability and Control of Uncertain SystemsChaos control and synchronizationNeural Networks Stability and Synchronization