Finite-time stabilization of stochastic nonlinear systems in strict-feedback form

Authors:
Suiyang Khoo;Juliang Yin;Zhihong Man;Xinghuo Yu
Affiliations:
School of Engineering, Deakin University, VIC, Australia and Department of Statistics, Jinan University, Guangzhou, China and School of Engineering & Industrial Sciences, Swinburne University of T ...;Department of Statistics, Jinan University, Guangzhou, China;School of Engineering & Industrial Sciences, Swinburne University of Technology, VIC, Australia;Platform Technologies Research Institute, RMIT University, VIC, Australia
Venue:
Automatica (Journal of IFAC)
Year:
2013

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Abstract

In this paper, we investigate the problem of almost surely finite-time stabilization of a class of stochastic nonlinear systems. Based on the recently proposed almost surely finite-time stability theorem in Yin, Khoo, Man, and Yu (2011), we prove that, almost surely global finite-time stability of stochastic nonlinear systems in strict-feedback form can be guaranteed by a continuous control law. A systematic design algorithm is developed for the construction of the controller. Simulation results are given to illustrate the theoretical analysis.