On the Finite-Time Stochastic Stability of Linear Stochastic Systems

This paper addresses the problem of finite-time stability for time invariant linear stochastic systems. By using S-variable approach, Gronwall inequality technique and stochastic methodology in analysis, new theorem of finite-time stochastic stability is proposed and an important corollary for a specific problem is obtained. In fact, we determined sufficient conditions for achieving finite-time stochastic stability, by used matrix inequalities method. Some comparisons with the existing results are given, demonstrating that this new condition of finite-time stochastic stability are less conservative. To illustrate the effectiveness of our findings, we include two illustrative examples.