Robust stability and robust stabilization of discrete-time linear stochastic systems

2009 ◽  
pp. 287-336 ◽  
Author(s):  
Vasile Drăgan ◽  
Toader Morozan ◽  
Adrian-Mihail Stoica
Keyword(s):  
Robust Stability ◽  
Discrete Time ◽  
Stochastic Systems ◽  
Robust Stabilization ◽  
Linear Stochastic Systems ◽  
Time Linear

scholarly journals New Results on Robust Stability and Stabilization of Linear Discrete-Time Stochastic Systems with Convex Polytopic Uncertainties

2013 ◽  
Vol 2013 ◽  
pp. 1-10 ◽  
Author(s):  
P. Niamsup ◽  
G. Rajchakit
Keyword(s):  
Robust Stability ◽  
Discrete Time ◽  
Stochastic Systems ◽  
Robust Stabilization ◽  
Linear Matrix ◽  
Polytopic Uncertainties ◽  
Delay Dependent ◽  
Parameter Dependent ◽  
Convex Polytopic Uncertainties ◽  
Robust Stability And Stabilization

This paper addresses the robust stability for a class of linear discrete-time stochastic systems with convex polytopic uncertainties. The system to be considered is subject to both interval time-varying delays and convex polytopic type uncertainties. Based on the augmented parameter-dependent Lyapunov-Krasovskii functional, new delay-dependent conditions for the robust stability are established in terms of linear matrix inequalities. An application to robust stabilization of linear discrete-time stochastic control systems is given. Numerical examples are included to illustrate the effectiveness of our results.

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