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Sampled-Data Stabilization of a Class of Stochastic Nonlinear Markov Switching System with Indistinguishable Modes Based on the Approximate Discrete-Time Models

ZHANG Qianqian  KANG Yu  YU Peilong  ZHU Jin  LIU Chunhan  LI Pengfei  
【摘要】:This paper investigates the stabilization issue for a class of sampled-data nonlinear Markov switching system with indistinguishable modes. In order to handle indistinguishable modes, the authors reconstruct the original mode space by mode clustering method, forming a new merged Markov switching system. By specifying the difference between the Euler-Maruyama(EM) approximate discrete-time model of the merged system and the exact discrete-time model of the original Markov switching system, the authors prove that the sampled-data controller, designed for the merged system based on its EM approximation, can exponentially stabilize the original system in mean square sense. Finally, a numerical example is given to illustrate the effectiveness of the method.

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