会议专题

Mean square stability of nonlinear systems with random delay and markovian jump parameters

In this paper, the problems of stochastic stability for a class of nonlinear systems with random delay and markovian jump parameters are investigated. The jumping parameters and delays are modeled as a continuous-time, discrete-state markov process. Systems of this type may arise in real-time control applications. Employing a delay-averaging approach we demonstrate how certain mean-square stochastic stability conditions can be derived in terms of transition functions of the markov process and stability properties of a system with a constant delay.

Random delay Mean-square stability Brownian motion Markov chain.

Enwen Zhu Hanjun Zhang Yong Xu Yueheng Wang Jiezhong Zou

School of Mathematics and Computational Science,Changsha University of Science and Technology,410076 School of Mathematics and Computational Science,Xiangtan University,411105 Hunan,China School of Mathematics and Statistics,Huazhong University of Science and Technology,430074 Hubei,Chin School of Mathematics and Computational Science,Changsha University of Science and Technology,410076 School of Mathematics,Central South University,410075 Hunan,China

国际会议

2009 IEEE International Conference on Intelligent Computing and Intelligent Systems(2009 IEEE 智能计算与智能系统国际会议)

上海

英文

1387-1391

2009-11-20(万方平台首次上网日期,不代表论文的发表时间)