A New Delay-Dependent Stability Criterion for Stochastic Systems with Time-Varying Delay

摘要：

Based on the Lyapunov-Krasovskii method, the exponential stability in the mean square sense is investigated for It(o) stochastic system with time-varying delay. The statistic properties of It(o) diffusions, some relaxation matrices, and the convex combination condition on time-varying delay are employed for computing the constructed Lyapunov-Krasovskii functional of a rather general form. A delay-dependent stability criterion is established in terms of linear matrix inequality (LMI). An illustrative example is given to demonstrate the method.

关键词： Stochastic systems time-delay stability in the mean square sense It(o) diffusions

作者: Cong Shen Zou Yun Huang Yan-Yan Zhang Yi-Jun

作者单位: Department of Automation,Nanjing University of Science and Technology,Nanjing,P.R.China,210094

会议类型: 国际会议

会议名称: 2009年中国控制与决策会议(2009 Chinese Control and Decision Conference)

会议地点: 广西桂林

会议语种:英文

页码: 4915-4918

在线出版日期: 2009-06-17（万方平台首次上网日期，不代表论文的发表时间）