Title :
On stabilization of neutral stochastic differential delay systems
Author :
Aggoune, W. ; Di Gennaro, S.
Author_Institution :
Ecole Nat. Super. de l´Electron. et de ses Applic., Cergy-Pontoise, France
Abstract :
In this paper the stabilization problem for a class of neutral stochastic systems with delay is investigated. The state equations are described by an Itô differential equation driven by a Wiener noise. The input generically enters both in the deterministic dynamics and in those affected by noise. The considered systems are nonlinear and nonaffine in the control. By using the Razumikhin-type approach, general conditions are developed for stabilizing the closed-loop system. A stabilizing state feedback control is also derived.
Keywords :
closed loop systems; delay-differential systems; differential equations; nonlinear control systems; stability; state feedback; stochastic systems; Itô differential equation; Razumikhin-type approach; Wiener noise; closed-loop system; deterministic dynamics; neutral stochastic differential delay systems; nonaffine systems; nonlinear systems; stabilization; stabilizing state feedback control; Closed loop systems; Delay systems; Delays; Differential equations; Mathematical model; Stochastic processes; Stochastic systems; Neutral systems; Razumikhin-type Theorem; Stochastic systems;
Conference_Titel :
American Control Conference (ACC), 2015
Conference_Location :
Chicago, IL
Print_ISBN :
978-1-4799-8685-9
DOI :
10.1109/ACC.2015.7172165
