Email Alert    RSS

Applied Mathematics and Mechanics (English Edition) ›› 2010, Vol. 31 ›› Issue (2): 255-262.doi: https://doi.org/10.1007/s10483-010-0213-6

• Articles • 上一篇    下一篇

Delay-dependent robust stability and H∞ analysis of stochastic systems with time-varying delay

孙继涛1 王庆国2 高含俏2   

  1. 1. Department of Mathematics, Tongji University, Shanghai 200092, P. R. China;
    2. Department of Electrical and Computer Engineering, National University of Singapore,10 Kent Ridge Crescent, Singapore 119260, Singapore
  • 收稿日期:2008-12-09 修回日期:2009-12-07 出版日期:2010-02-01 发布日期:2010-02-01

Delay-dependent robust stability and H∞ analysis of stochastic systems with time-varying delay

 SUN Ji-Tao1, WANG Qing-Guo2, GAO Han-Qiao2   

  1. 1. Department of Mathematics, Tongji University, Shanghai 200092, P. R. China;
    2. Department of Electrical and Computer Engineering, National University of Singapore,10 Kent Ridge Crescent, Singapore 119260, Singapore
  • Received:2008-12-09 Revised:2009-12-07 Online:2010-02-01 Published:2010-02-01

PDF

1008

摘要： This paper investigates the robust stochastic stability and H∞ analysis for stochastic systems with time-varying delay and Markovian jump. By using the freeweighting matrix technique, i.e., He’s technique, and a stochastic Lyapunov-Krasovskii functional, new delay-dependent criteria in terms of linear matrix inequalities are derived for the the robust stochastic stability and the H∞ disturbance attenuation. Three numerical examples are given. The results show that the proposed method is efficient and much less conservative than the existing results in the literature.

Abstract: This paper investigates the robust stochastic stability and H∞ analysis for stochastic systems with time-varying delay and Markovian jump. By using the freeweighting matrix technique, i.e., He’s technique, and a stochastic Lyapunov-Krasovskii functional, new delay-dependent criteria in terms of linear matrix inequalities are derived for the the robust stochastic stability and the H∞ disturbance attenuation. Three numerical examples are given. The results show that the proposed method is efficient and much less conservative than the existing results in the literature.

中图分类号: 

APS Journals | CSTAM Journals | AMS Journals | EMS Journals | ASME Journals
Total visitors:
Copyright © Applied Mathematics and Mechanics (English Edition)
Address：P. O. Box 122, Shanghai University, 99 Shangda Road, Shanghai 200444, China
E-mail： amm@department.shu.edu.cn
Technical support: Beijing Magtech Co.ltd support@magtech.com.cn