Title :
Delay-probability-distribution-dependent robust stability analysis for a class of stochastic system with time-varying delay
Author :
Li, Ya-Jun ; Deng, Fei-qi ; Peng, Yun-Jian
Author_Institution :
Sch. of Autom. Sci. & Eng., South China Univ. of Technol., Guangzhou, China
Abstract :
The delay-probability-distribution-dependent robust stability problem for a class of uncertain stochastic system with time-varying delay is investigated. The information of probability distribution of the time delay is considered and transformed into parameter matrices of the transferred stochastic model. Based on the Lyapunov--Krasovskii functional and stochastic stability theory , a delay-probability-distribution-dependent sufficient condition is obtained by the form of the linear matrix inequality (LMI) format such that delayed stochastic systems are robustly globally asymptotically stable in the mean-square sense for all admissible uncertainties. Finally, numerical examples are given to illustrate the effectiveness and less conservativeness of the proposed method.
Keywords :
Lyapunov matrix equations; asymptotic stability; delays; linear matrix inequalities; probability; robust control; stochastic systems; uncertain systems; Lyapunov-Krasovskii functional theory; asymptotic stability; delay-probability-distribution-dependent robust stability analysis; linear matrix inequality; parameter matrice; stochastic stability theory; time varying delay; transferred stochastic model; uncertain stochastic system; Automation; Delay; Linear matrix inequalities; Robust stability; Stochastic processes; Stochastic systems; Time varying systems; delay-probability-distribution-dependent uncertain stochastic system; free weight matrix; linear matrix inequality; robust stability;
Conference_Titel :
Intelligent Control and Automation (WCICA), 2010 8th World Congress on
Conference_Location :
Jinan
Print_ISBN :
978-1-4244-6712-9
DOI :
10.1109/WCICA.2010.5554378
