On eigenvalue sets and convergence rate of It stochastic systems with Markovian switching

Li, Zhao-YanZhou, BinWang, YongDuan, Guang-Ren2015-12-102015-12-10July 29-319787894631046http://hdl.handle.net/1885/65960This paper is concerned with stability analysis and stabilization of Itô stochastic systems with Markovian switching. A couple of eigenvalue sets for some positive operator associated with the stochastic system under study are defined to characterize itsKeywords: Actuator saturations; Convergence rates; Design controllers; Eigen-value; Eigenvalues; Guaranteed convergence; Lyapunov equation; Markovian jumps; Markovian switching; Nonlinear control; Numerical example; Open problems; Positive operator; Stability analy Actuator saturation; Nonlinear control; Parametric Lyapunov equation; Stabilization; Time-delayOn eigenvalue sets and convergence rate of It stochastic systems with Markovian switching20102016-02-24