H∞ control of a chaotic finance system in the presence of external disturbance and input time-delay

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摘要

This paper is concerned with the problem of H∞ control for a class of chaotic finance systems with external disturbance. The purpose is to design a delayed state feedback controller such that the resulting error system is asymptotically stable with a prescribed H∞ performance level. Using the Lyapunov functional method and Jensen inequality, delay-dependent sufficient criteria for the solvability of this problem are established in terms of linear matrix inequality (LMI). Moreover, numerical simulations are provided to demonstrate the effectiveness of the proposed theoretical results.

论文关键词:Financial chaos,H∞ control,Time delay,Lyapunov stability,Linear matrix inequality (LMI)

论文评审过程:Available online 26 February 2014.

论文官网地址:https://doi.org/10.1016/j.amc.2013.12.085