Mean-square exponential stability analysis for stochastic systems of neutral-type

2010 ◽  
Author(s):  
Junhong Wang ◽  
Yun Chen ◽  
Wei Xing Zheng
Keyword(s):  
Stability Analysis ◽  
Exponential Stability ◽  
Stochastic Systems ◽  
Neutral Type ◽  
Mean Square ◽  
Mean Square Exponential Stability

scholarly journals Stability Analysis and RobustH∞Control of Switched Stochastic Systems with Time-Varying Delay

2012 ◽  
Vol 2012 ◽  
pp. 1-17 ◽  
Author(s):  
Zhengrong Xiang ◽  
Guoxin Chen
Keyword(s):  
Exponential Stability ◽  
Stochastic Systems ◽  
Average Dwell Time ◽  
Linear Matrix ◽  
Time Varying ◽  
Mean Square ◽  
Time Varying Delay ◽  
Switched Stochastic Systems ◽  
Mean Square Exponential Stability ◽  
Varying Delay

The problems of mean-square exponential stability and robustH∞control of switched stochastic systems with time-varying delay are investigated in this paper. Based on the average dwell time method and Gronwall-Bellman inequality, a new mean-square exponential stability criterion of such system is derived in terms of linear matrix inequalities (LMIs). Then,H∞performance is studied and robustH∞controller is designed. Finally, a numerical example is given to illustrate the effectiveness of the proposed approach.

scholarly journals Delay-Dependent Robust Exponential Stability for Uncertain Neutral Stochastic Systems with Interval Time-Varying Delay

2012 ◽  
Vol 2012 ◽  
pp. 1-22 ◽  
Author(s):  
Weihua Mao ◽  
Feiqi Deng ◽  
Anhua Wan
Keyword(s):  
Exponential Stability ◽  
Stochastic Systems ◽  
Linear Matrix ◽  
Time Varying ◽  
Mean Square ◽  
Robust Exponential Stability ◽  
Interval Time ◽  
Time Varying Delay ◽  
Mean Square Exponential Stability ◽  
Delay Dependent

This paper discusses the mean-square exponential stability of uncertain neutral linear stochastic systems with interval time-varying delays. A new augmented Lyapunov-Krasovskii functional (LKF) has been constructed to derive improved delay-dependent robust mean-square exponential stability criteria, which are forms of linear matrix inequalities (LMIs). By free-weight matrices method, the usual restriction that the stability conditions only bear slow-varying derivative of the delay is removed. Finally, numerical examples are provided to illustrate the effectiveness of the proposed method.

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