Sampled-data exponential stabilization of a class of non-linear stochastic systems

Abstract

In this paper, the problem of sampled-data exponential stabilization of non-linear stochastic systems with interval parameter uncertainties is considered. The parameter uncertainties are characterized by a matrix bound which is natural in real applications and the non-linearity is assumed to satisfy the boundedness condition. By using the input delay approach, the stochastic sampled-data system is transformed into a stochastic continuous time-delay system. State-feedback and output-feedback controller designs for the non-linear stochastic systems are proposed based on the exponential stability condition such that the system is robustly exponentially stable. Finally, an illustrative example is provided to show the effectiveness of the proposed approach. © Authors 2010.