Finite-time stabilization of stochastic systems with varying parameters

Abstract

This research deals with the stabilization of the stochastic nonlinear systems. In order to achieve the asymptotic stability in probability with respect to unknown bounded disturbances, a control Lyapunov function is applied to present a modified Sontag's homogeneous controller. The obtained results reveal that the presented control achieves the desirable robust asymptotic stability in probability. The finite-time stability in probability for stochastic nonlinear systems is also discussed in this manuscript. Simulation examples are provided to demonstrate the effectiveness of the controllers.

Keywords

• homogeneous system
• lyapunov function
• finite time stability
• stochastic systems
• stabilization