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

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  • 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 date: 2008-12-09

  Revised date: 2009-12-07

  Online published: 2010-02-01

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.

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SUN Ji-Tao;WANG Qing-Guo;GAO Han-Qiao . Delay-dependent robust stability and H∞ analysis of stochastic systems with time-varying delay[J]. Applied Mathematics and Mechanics, 2010 , 31(2) : 255 -262 . DOI: 10.1007/s10483-010-0213-6

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