EXPONENTIAL STABILITY IN MEAN SQUARE OF NEUTRAL STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS WITH PARAMETER UNCERTAINTIES

摘要：

In this paper, a class of neutral stochastic partial differential systems with parameter uncertainties is discussed and some useful criteria are given for exponential stability in mean square by adopting the method of indirectly applying Ito differential formula to the constructed average Lyapunov function with respect to the spatial variables, namely, it is under the integral operator that Ito differential formula is employed, which is far different from the usual taken measures when dealing with the stability of stochastic ordinary differential equations, wherein Ito differential formula are directly imposed on the constructed Lyapunov functions.

关键词： Stochastic partial differential equation Exponential stability in mean square Lyapunov function Parameter uncertainty

作者: QI LUO YU-TIAN ZHANG

作者单位: Department of Information and Communication,Nanjing University of Information Science and Technology College of Science, Wuhan University of Science and Technology, Wuhan 430081, China

会议类型: 国际会议

会议名称: 2006 International Conference on Machine Learning and Cybernetics(IEEE第五届机器学习与控制论坛)

会议地点: 大连

会议语种:英文

页码: 585-589

在线出版日期: 2006-08-13（万方平台首次上网日期，不代表论文的发表时间）