Abstract:

Many practical systems in physics,biology,engineer-
ing and information science exhibit impulsive dynamical behaviors
due to abrupt changes at certain instants during the dynami-
cal processes.The problems of finite-time stability analysis are
investigated for a class of Markovian switching stochastic sys-
tems,in which exist impulses at the switching instants.Multiple
Lyapunov techniques are used to derive sufficient conditions for
finite-time stochastic stability of the overall system.Furthermore,
a state feedback controller,which stabilizes the closed loop sys-
tems in the finite-time sense,is then addressed.Moreover,the
controller appears not only in the shift part but also in the diffu-
sion part of the underlying stochastic subsystem.The results are
reduced to feasibility problems involving linear matrix inequalities
(LMIs).A numerical example is presented to illustrate the proposed
methodology.