State-feedback stabilization for stochastic high-order nonlinear systems with Markovian switching

• DOI: 10.1016/j.jmaa.2013.06.020
• Publication Date: 2013-06-17T06:33:05Z
• Authors: Wuquan Li; Hui Wang; Xiaohua Liu
• Keywords: 0209 industrial biotechnology; 02 engineering and technology

Abstract This paper aims to investigate the problem of state-feedback stabilization for stochastic high-order nonlinear systems with Markovian switching. By using the generalized Ito formula and Dynkin formula for Markovian switching systems, a state-feedback controller is constructed to ensure that the closed-loop system has a unique solution and the solution of the closed-loop systems is almost surely asymptotically stable. Finally, the effectiveness of the controller is demonstrated by a simulation example.