Delay-dependent exponential stability of stochastic systems with time-varying delay, nonlinearity, and Markovian switching
Delay-dependent exponential stability of stochastic systems with time-varying delay, nonlinearity, and Markovian switching
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DOI：
10.1109/tac.2004.841935
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发表时间：
2005-02
影响因子：
6.8
通讯作者：
D. Yue;Q. Han
中科院分区：
文献类型：
--
作者：
D. Yue;Q. Han
研究了具有时变时滞、马尔可夫切换和非线性项的随机系统的时滞相关均方稳定性问题。同时考虑了慢时变时滞和快时变时滞。基于线性矩阵不等式方法，通过引入适当的松弛矩阵，得到了时滞相关稳定性判据。数值算例表明了该方法的有效性，并对稳定极限的估计进行了改进。
The problem of delay-dependent stability in the mean square sense for stochastic systems with time-varying delays, Markovian switching and nonlinearities is investigated. Both the slowly time-varying delays and fast time-varying delays are considered. Based on a linear matrix inequality approach, delay-dependent stability criteria are derived by introducing some relaxation matrices which can be chosen properly to lead to a less conservative result. Numerical examples are given to illustrate the effectiveness of the method and significant improvement of the estimate of stability limit over some existing results in the literature.