Moment stability in mean square of stochastic delay differential equation
In this paper, we derive a moment stability region in terms of coefficient parameters for a stochastic delay differential equation. Such a stochastic delay equation with both time delay and random effects is an essential model of control systems. As a main result, a fundamental stability problem is solved by delay-dependent stochastic analysis. We adopt the domain-subdivision approach and use Itos formula in the analysis. For a given time delay, the stability of the stochastic delay differential equation is studied with variable power of noise. It is also shown that an unstable stochastic delay system become stable by an appropriate power of noise. The main results are illustrated by several numerical solutions of the stochastic delay model.
Time delay Stochastic Stabilization.
Peng Xue Shigeru Yamamoto Yosuke Ikei
Graduate School of Natural Science and Technology, Kanazawa University, Kakuma-machi, Kanazawa, Ishi Faculty of Electrical and Computer Engineering, Kanazawa University, Kakuma-machi, Kanazawa, Ishikaw
国际会议
2011 China Control and Decision Conference(2011中国控制与决策会议 CCDC)
四川绵阳
英文
3168-3171
2011-05-23（万方平台首次上网日期，不代表论文的发表时间）