Technical communique: A new result on stability analysis for stochastic neutral systems
Technical communique: A new result on stability analysis for stochastic neutral systems
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DOI：
10.1016/j.automatica.2010.08.007
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发表时间：
2010-12
期刊：
影响因子：
6.4
通讯作者：
Yun Chen;W. Zheng;A. Xue
中科院分区：
文献类型：
--
作者：
Yun Chen;W. Zheng;A. Xue
本文讨论中立型随机线性系统的均方指数稳定性。应用Lyapunov-Krasovskii理论，给出了一个基于线性矩阵不等式的时滞相关稳定性条件.该方法避免了模型变换、交叉项边界技术或附加矩阵变量的使用，从而使准则简单，且具有较小的保守性。基于广义Finsler引理（GFL）得到了新的结果.在不存在随机扰动的情况下，GFL退化为标准Finsler引理，可用于随机时滞系统的分析与综合。此外，GFL还得到了一类具有不同离散时滞和中立时滞的随机中立型系统的稳定性判据。数值算例表明了新结果的有效性，并与文献中的一些结果进行了比较。
This paper discusses the mean-square exponential stability of stochastic linear systems of neutral type. Applying the Lyapunov–Krasovskii theory, a linear matrix inequality-based delay-dependent stability condition is presented. The use of model transformations, cross-term bounding techniques or additional matrix variables is all avoided, thus the method leads to a simple criterion and shows less conservatism. The new result is derived based on the generalized Finsler lemma (GFL). GFL reduces to the standard Finsler lemma in the absence of stochastic perturbations, and it can be used in the analysis and synthesis of stochastic delay systems. Moreover, GFL is also employed to obtain stability criteria for a class of stochastic neutral systems which have different discrete and neutral delays. Numerical examples including a comparison with some recent results in the literature are provided to show the effectiveness of the new results.