This paper investigates the sampled-data stabilization of the Takagi–Sugano (T–S) fuzzy system, focusing on the existence of extreme event (EE) and its application to the financial model. The mathematical model of finance system is constructed through real time hardware experiment for the first time. The EE is identified in certain ranges of system parameters, is characterized and confirmed through numerical, analytical and experimental investigations. The stability analysis confirms that the EE occurs via an interior crisis phenomenon. The dynamical system is identified through bifurcation analysis and its corresponding Lyapunov exponent. The second phase of the manuscript is that, by building an appropriate Lyapunov function, sufficient conditions are derived to guarantee that the addressed T–S fuzzy financial system is asymptotically stable. The proposed stability conditions are expressed in terms of linear matrix inequalities (LMIs). In addition, the sampled-data control techniques are used to stabilize the EE. Finally, the simulation result is presented to support the proposed control scheme.
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