Robust Stability of Stochastic Markovian Switching Delay Systems

摘要：

This paper investigates robust asymptotic mean-square stability for uncertain stochastic delay systems with Markovian switching. Two types of parametric uncertainties are considered, i.e. Lipschitz nonlinear uncertainties and norm-bounded uncertainties. Based on introducing an auxiliary vector, an integral inequality in stochastic context is obtained. By this stochastic integral inequality, delay-dependent stochastic stability conditions for uncertain stochastic Markovian delay systems are developed. The results are derived by employing Lyapunov-Krasovskii method and presented in terms of linear matrix inequalities (LMIs). A numerical example and computational complexity analysis are provided to show the advantage of the method.

关键词： Stochastic Delay Systems Markovian Switching Parametric Uncertainties Mean-Square Stability LMI

作者: Yun Chen Liang Chen Anke Xue Xiaodong Zhao

作者单位: Institute of Operational Research and Cybernetics, Hangzhou Dianzi University, Hangzhou 310018 Insti Zhejiang SUPCON Technology Co., Ltd., Hangzhou 310053 Institute of Information and Control, Hangzhou Dianzi University, Hangzhou 310018

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: 4106-4110

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）