Robust exponential stability criteria of uncertain stochastic systems with time-varying delays

被引:9
作者
Li, Yumei [1 ,2 ]
Guan, Xinping [1 ]
Luo, Xiaoyuan [1 ]
机构
[1] Yanshan Univ, Inst Elect Engn, Qinhuangdao 066004, Peoples R China
[2] Xinjiang Univ, Inst Math & Syst Sci, Urumqi 830046, Peoples R China
基金
中国国家自然科学基金;
关键词
stochastic systems; exponential stability in mean square; time-varying delays; linear matrix inequality; H-INFINITY CONTROL; STABILIZATION;
D O I
10.1080/00207720802645212
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
This article investigates the problem of delay-dependent exponential stability in mean square for continuous-time linear stochastic systems with structured uncertainties and time-varying delays. By applying descriptor model transformation of the systems, a new type of Lyapunov-Krasovskii functional is constructed, and by introducing some free weighting matrices, some new delay-dependent and delay-independent stability criteria are derived respectively in terms of an LMI algorithm. The new stability criteria are less conservative than existing results. Numerical examples demonstrate that the new criteria are effective and are an improvement over existing results.
引用
收藏
页码:601 / 608
页数:8
相关论文
共 18 条
[1]   Delay-dependent exponential stability of uncertain stochastic systems with multiple delays: an LMI approach [J].
Chen, WH ;
Guan, ZH ;
Lu, XM .
SYSTEMS & CONTROL LETTERS, 2005, 54 (06) :547-555
[2]   A descriptor system approach to H∞ control of linear time-delay systems [J].
Fridman, E ;
Shaked, U .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2002, 47 (02) :253-270
[4]   Parameter-dependent Lyapunov functional for stability of time-delay systems with polytopic-type uncertainties [J].
He, Y ;
Wu, M ;
She, JH ;
Liu, GP .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2004, 49 (05) :828-832
[6]   Delay-dependent robust stability and stabilization of uncertain linear delay systems: A linear matrix inequality approach [J].
Li, X ;
deSouza, CE .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1997, 42 (08) :1144-1148
[7]   Exponential Stability Criteria for Uncertain Stochastic Systems [J].
Li Yumei ;
Guan Xinping ;
Peng Dan ;
Luo Xiaoyuan .
PROCEEDINGS OF THE 27TH CHINESE CONTROL CONFERENCE, VOL 3, 2008, :21-25
[8]   New stability criterion of uncertain systems with time-varying delay [J].
Liu, XW ;
Zhang, HB .
CHAOS SOLITONS & FRACTALS, 2005, 26 (05) :1343-1348
[9]   On robust stabilization of uncertain stochastic time-delay systems - an LMI-based approach [J].
Lu, CY ;
Su, TJ ;
Tsai, JSH .
JOURNAL OF THE FRANKLIN INSTITUTE-ENGINEERING AND APPLIED MATHEMATICS, 2005, 342 (05) :473-487
[10]   An LMI-based approach for robust stabilization of uncertain stochastic systems with time-varying delays [J].
Lu, CY ;
Tsai, JSH ;
Jong, GJ ;
Su, TJ .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2003, 48 (02) :286-289