Title :
Exponential Stability of Ito Differential Systems of Neutral Type with Markov Switching
Author :
Liang, Liu Hong ; Ren, Duan Guang
Author_Institution :
Harbin Inst. of Technol., Harbin
Abstract :
Ito differential systems of neutral type with Markov switching are discussed in this paper. By constructing stochastic Lyapunov-Krasovskii functional candidate, and applying Ito differential formula to compute the derivative of such functional candidate along the solution to such systems, we give the sufficient condition for the exponential stability in mean square for such systems in linear matrix form using the generalized Ito formula, and the estimation for convergence exponential is also obtained. And numerical example is given to show the effective of this method.
Keywords :
Lyapunov methods; Markov processes; asymptotic stability; delays; linear matrix inequalities; stochastic systems; Ito differential systems; Markov switching; exponential stability; linear matrix; stochastic Lyapunov-Krasovskii functional; stochastic time delay systems; Control theory; Indium tin oxide; Stability; Stochastic systems; Sufficient conditions; Exponential Stability; Itÿ formula; Markov Switching; Stochastic Time-Delay Systems;
Conference_Titel :
Control Conference, 2007. CCC 2007. Chinese
Conference_Location :
Hunan
Print_ISBN :
978-7-81124-055-9
Electronic_ISBN :
978-7-900719-22-5
DOI :
10.1109/CHICC.2006.4347547
