Stability of stochastic interval systems with time delays

被引:33
作者
Mao, XR [1 ]
Selfridge, C [1 ]
机构
[1] Univ Strathclyde, Dept Stat & Modelling Sci, Glasgow G1 1XH, Lanark, Scotland
关键词
interval system; stochastic delay perturbation; exponential stability;
D O I
10.1016/S0167-6911(00)00103-1
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
Consider a given exponentially stable system undergoing a random perturbation which is dependent on a past state of the solution of the system. Suppose this stochastic ally perturbed system is de scribed by a stochastic differential-functional equation. In this paper, we establish a sufficient condition that the perturbed system remains exponentially stable. Using a specific example, we show how this condition may be used, and we extend it to deal with multiple time delays. (C) 2001 Published by Elsevier Science B.V.
引用
收藏
页码:279 / 290
页数:12
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