Mean-square impulsive exponential stabilization of a class of stochastic system with time delay

This paper is concerned with mean square exponential stability of switched stochastic system with interval time-varying delays. The time delay is any continuous function belonging to a given interval, but not necessary to be differentiable. By constructing a suitable augmented Lyapunov-Krasovskii functional combined with Leibniz-Newton’s formula, a switching rule for the mean square exponential stability of switched stochastic system with interval time-varying delays and new delay-dependent sufficient conditions for the mean square exponential stability of the switched stochastic system are first established in terms of LMIs. Numerical example is given to show the effectiveness of the obtained result.

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Mean square exponential stabilization of uncertain time‐delay stochastic systems with fractional Brownian motion

International Journal of Robust and Nonlinear Control ◽

10.1002/rnc.5764 ◽

2021 ◽

Author(s):

Majid Parvizian ◽

Khosro Khandani

Keyword(s):

Brownian Motion ◽

Time Delay ◽

Fractional Brownian Motion ◽

Stochastic Systems ◽

Exponential Stabilization ◽

Mean Square ◽

Uncertain Time

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The improved stability criterion of uncertain stochastic system with time-delay

Optik ◽

10.1016/j.ijleo.2016.11.017 ◽

2017 ◽

Vol 130 ◽

pp. 854-863 ◽

Cited By ~ 2

Author(s):

Zhiqi Hao ◽

Zhanhui Lu

Keyword(s):

Time Delay ◽

Stability Criterion ◽

Stochastic System ◽

Improved Stability ◽

Uncertain Stochastic System ◽

System With Time Delay

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Non-Fragile Robust Controller Design for Nonlinear Stochastic System with Time-Delay

Advanced Materials Research ◽

10.4028/www.scientific.net/amr.443-444.452 ◽

2012 ◽

Vol 443-444 ◽

pp. 452-458 ◽

Cited By ~ 1

Author(s):

Ya Jun Li ◽

Fei Qi Deng ◽

Yun Jian Peng

Keyword(s):

Time Delay ◽

Stochastic System ◽

Controller Design ◽

Sufficient Conditions ◽

Lyapunov Stability Theory ◽

Linear Matrix ◽

Nonlinear Stochastic System ◽

Robust Controller ◽

System With Time Delay ◽

Robust Controller Design

The problem of non-fragile memoryless controller design for a class of uncertain nonlinear stochastic system with time-delay is considered. Based on Lyapunov candidate and the stochastic Lyapunov stability theory, the sufficient conditions making the closed-loop system robust stable are given and de-rived. All results are given by the form of linear matrix inequality (LMI) method. Numerical example is given to illustrate the effectiveness of the controller designed.

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