Delay-Dependent Robust Stability and <em>H</em><sub>∞</sub> Analysis of Stochastic Systems With Time-Varying Delay

SUN Ji-tao; WANG Qing-guo; GAO Han-qiao

doi:10.3879/j.issn.1000-0887.2010.02.013

Volume 31 Issue 2

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Article Navigation > Applied Mathematics and Mechanics > 2010 > 31(2): 236-244

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): 236-244. doi: 10.3879/j.issn.1000-0887.2010.02.013

Citation:

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): 236-244. doi: 10.3879/j.issn.1000-0887.2010.02.013

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Delay-Dependent Robust Stability and H_∞ Analysis of Stochastic Systems With Time-Varying Delay

doi: 10.3879/j.issn.1000-0887.2010.02.013

1.
Department of Mathematics, Tongji University, Shanghai 200092, P. R. China;
Department of Electrical and Computer Engineering, National University of Singapore, 10 Kent Ridge Crescent, Singapore 119260, Singapore

Received Date: 2008-12-01
Rev Recd Date: 2009-12-07
Publish Date: 2010-02-15

Abstract

Abstract

Robust stochastic stability and Hanalys is for stochastic systems with time-varying delay and Markovian jumpwere investigated.A stochastic Liapunov-Krasovskii functional was introduced for stability analysis.By using the free-weighting matrices technique (i e.He.s technique),new delay-dependent criteria in terms of linear matrix inequality were derived for robust stochastic stability and the Hdistu rbance a ttenuation.Three numerical examples were given toshow that the proposed method wase fficient and muchless conserva tive than the existing results in the literature.
- tmie-varying delay systems,
- Markovian jum psystems,
- stochastic stability,
- linear matrix inequality(LMI),
- Hcontrol

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References(24)

References

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