Title :
On Input-to-State Stability of Stochastic Retarded Systems With Markovian Switching
Author :
Huang, Lirong ; Mao, Xuerong
Author_Institution :
Dept. of Math. & Stat., Univ. of Strathclyde, Glasgow, UK
Abstract :
This note develops a Razumikhin-type theorem on pth moment input-to-state stability of hybrid stochastic retarded systems (also known as stochastic retarded systems with Markovian switching), which is an improvement of an existing result. An application to hybrid stochastic delay systems verifies the effectiveness of the improved result.
Keywords :
Markov processes; delays; stability; stochastic systems; Markovian switching; Razumikhin-type theorem; hybrid stochastic delay systems; hybrid stochastic retarded systems; input-to-state stability; Automatic control; Delay effects; Delay systems; Differential equations; Hybrid power systems; Power system management; Power system modeling; Stability analysis; Stochastic resonance; Stochastic systems; Input-to-state stability (ISS); Markov chain; Razumikhin-type theorems; stochastic systems; time delay;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.2009.2022112