Exponential Stability of In finite Dimensional Linear Stochastic Systems with Time Delay

摘要：

In this paper,exponential stability of in finite dimensional stochastic systems with delay is considered.Firstly,we construct the suitable Lyapunov functions.And then suf ficient conditions for exponential stability of in finite dimensional linear stochastic systems with delay are derived by using It(o) formula and Poincar(e) inequality in partial differential equations.The conditions are formulated as linear operator inequality,where the decision variables are operators.Finally,being applied to a heat equations and to a wave equations,these conditions are reduced to standard Linear Matrix Inequalities.

作者: DAI Xisheng DENG Feiqi LUO Wenguang

作者单位: Department of Electronic Information and Control Engineering,Guangxi University of Technology,Liuzho School of Automatic Science and Engineering,South China University of Technology,Guangzhou 510640,P. Department of Electronic Information and Control Engineering,Guangxi University of Technology,Liuzho

会议类型: 国际会议

会议名称: The 30th Chinese Control Conference(第三十届中国控制会议)

会议地点: 烟台

会议语种:英文

页码: 1-6

在线出版日期: 2011-07-01（万方平台首次上网日期，不代表论文的发表时间）