Applied Mathematics and Mechanics (English Edition) ›› 2009, Vol. 30 ›› Issue (7): 915-924.doi: https://doi.org/10.1007/s10483-009-0710-x

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The p-moment exponential robust stability for stochastic systems with distributed delays and interval parameters

苏春华1,2 刘思峰1   

  1. 1. College of Economics and Management, Nanjing University of Aeronautics and Astronautics, Nanjing 210016, P. R. China;
    2. College of Mathematics and Information Science, Xinyang Normal University, Xinyang 464000, Henan Province, P. R. China
  • 收稿日期:2008-05-31 修回日期:2009-05-12 出版日期:2009-07-01 发布日期:2009-07-01

The p-moment exponential robust stability for stochastic systems with distributed delays and interval parameters

 SU Chun-Hua1,2, LIU Si-Feng1   

  1. 1. College of Economics and Management, Nanjing University of Aeronautics and Astronautics, Nanjing 210016, P. R. China;
    2. College of Mathematics and Information Science, Xinyang Normal University, Xinyang 464000, Henan Province, P. R. China
  • Received:2008-05-31 Revised:2009-05-12 Online:2009-07-01 Published:2009-07-01

摘要: The p-moment exponential robust stability for stochastic systems with distributed delays and interval parameters is studied. By constructing the Lyapunov- Krasovskii functional and employing the decomposition technique of interval matrix and Itˆo’s formula, the delay-dependent criteria for the p-moment exponential robust stability are obtained. Numerical examples show the validity and practicality of the presented criteria.

关键词: interval matrix, stochastic systems, distributed delays, robust stability

Abstract: The p-moment exponential robust stability for stochastic systems with distributed delays and interval parameters is studied. By constructing the Lyapunov- Krasovskii functional and employing the decomposition technique of interval matrix and Itˆo’s formula, the delay-dependent criteria for the p-moment exponential robust stability are obtained. Numerical examples show the validity and practicality of the presented criteria.

Key words: interval matrix, stochastic systems, distributed delays, robust stability

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