Mean-square exponential stability analysis for stochastic systems of neutral-type

Author

Wang, Junhong ; Chen, Yun ; Zheng, Wei Xing

Author_Institution

Inst. of Inf. & Control, Hangzhou Dianzi Univ., Hangzhou, China

fYear

2010

Firstpage

3542

Lastpage

3547

Abstract

This paper addresses the problem of mean-square exponential stability of stochastic neutral systems with nonlinear stochastic perturbations. By introducing an auxiliary vector, it is shown that the deterministic Lyapunov-Krasovskii functionals can be extended to stochastic time-delay systems. Then new delay-dependent criteria are established in this paper in terms of linear matrix inequalities (LMIs). The effectiveness of the method is demonstrated by numerical examples.

Keywords

Lyapunov methods; asymptotic stability; delays; linear matrix inequalities; mean square error methods; nonlinear control systems; stochastic systems; LMI; auxiliary vector; delay-dependent criteria; deterministic Lyapunov-Krasovskii functionals; linear matrix inequalities; mean-square exponential stability analysis; nonlinear stochastic perturbations; stochastic neutral systems; stochastic time-delay systems; Circuit stability; Delay; Numerical stability; Stability criteria; Stochastic processes; Symmetric matrices; Stochastic neutral systems; auxiliary vector; mean-square exponential stability;

fLanguage

English

Publisher

ieee

Conference_Titel

Intelligent Control and Automation (WCICA), 2010 8th World Congress on

Conference_Location

Jinan

Print_ISBN

978-1-4244-6712-9

Type

conf

DOI

10.1109/WCICA.2010.5553868

Filename

5553868