Geodesic
Global finite-time stabilization for a class of stochastic nonlinear systems by dynamic state feedback
Kybernetika, Tome 49 (2013) no. 4, pp. 590-600.

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This paper addresses the problem of global finite-time stabilization by dynamic state feedback for a class of stochastic nonlinear systems. Firstly, we show a dynamic state transformation, under which the original system is transformed into a new system. Then, a state feedback controller with a dynamic gain is designed for the new system. It is shown that global finite-time stabilization in probability for a class of stochastic nonlinear system under linear growth condition can be guaranteed by appropriately choosing design parameters. Finally, a simulation example is provided to demonstrate the effectiveness of the proposed design scheme.
Classification : 62A10, 93E12
Keywords: stochastic nonlinear systems; dynamic state transformation; finite-time stabilization 
@article{KYB_2013__49_4_a5,
     author = {Ai, Weiqing and Zhai, Junyong and Fei, Shumin},
     title = {Global finite-time stabilization for a class of stochastic nonlinear systems by dynamic state feedback},
     journal = {Kybernetika},
     pages = {590--600},
     publisher = {mathdoc},
     volume = {49},
     number = {4},
     year = {2013},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_2013__49_4_a5/}
}
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Ai, Weiqing; Zhai, Junyong; Fei, Shumin. Global finite-time stabilization for a class of stochastic nonlinear systems by dynamic state feedback. Kybernetika, Tome 49 (2013) no. 4, pp. 590-600. http://geodesic.mathdoc.fr/item/KYB_2013__49_4_a5/