Delay-dependent exponential stability of uncertain stochastic systems with multiple delays: an LMI approach

被引：235

作者：

Chen, WH ^{[1
]}

Guan, ZH

Lu, XM

机构：

[1] Guangxi Univ, Coll Math & Informat Sci, Nanning 530004, Peoples R China

[2] Huazhong Univ Sci & Technol, Dept Control Sci & Engn, Wuhan 430074, Peoples R China

来源：

SYSTEMS & CONTROL LETTERS | 2005年 / 54卷 / 06期

基金：

中国国家自然科学基金;

关键词：

stochastic systems; time-delays; linear matrix inequality; delay-dependent criterion;

D O I：

10.1016/j.sysconle.2004.10.005

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

In this paper, the problem of exponential stability in mean square for stochastic systems with multiple delays is investigated. A delay-dependent sufficient condition is derived in terms of linear matrix inequalities (LMIs) by using a descriptor model transformation of the system and by applying Moon's inequality for bounding cross terms. The criteria obtained in this paper can be tested numerically very efficiently using interior point algorithms. An example shows that the proposed methods are less conservative than the other methods. © 2004 Elsevier B.V. All rights reserved.

引用

页码：547 / 555

页数：9

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