Delay-dependent robust stability and H∞ analysis of stochastic systems with time-varying delay

Ji Tao Sun; Qing Guo Wang; Han Qiao Gao

doi:10.1007/s10483-010-0213-6

Delay-dependent robust stability and H∞ analysis of stochastic systems with time-varying delay

Ji Tao Sun, Qing Guo Wang, Han Qiao Gao

Research output: Contribution to journal › Article › peer-review

12 Citations (Scopus)

Abstract

This paper investigates the robust stochastic stability and H∞ analysis for stochastic systems with time-varying delay and Markovian jump. By using the freeweighting matrix technique, i.e., He's technique, and a stochastic Lyapunov-Krasovskii functional, new delay-dependent criteria in terms of linear matrix inequalities are derived for the the robust stochastic stability and the H∞ disturbance attenuation. Three numerical examples are given. The results show that the proposed method is efficient and much less conservative than the existing results in the literature.

Original language	English
Pages (from-to)	255-262
Number of pages	8
Journal	Applied Mathematics and Mechanics (English Edition)
Volume	31
Issue number	2
DOIs	https://doi.org/10.1007/s10483-010-0213-6
Publication status	Published - Feb 2010
Externally published	Yes

Keywords

H∞ control
Linear matrix inequality
Markovian jump systems
Stochastic stability
Time-varying delay systems

ASJC Scopus subject areas

Mechanics of Materials
Mechanical Engineering
Applied Mathematics

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10.1007/s10483-010-0213-6

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title = "Delay-dependent robust stability and H∞ analysis of stochastic systems with time-varying delay",

abstract = "This paper investigates the robust stochastic stability and H∞ analysis for stochastic systems with time-varying delay and Markovian jump. By using the freeweighting matrix technique, i.e., He's technique, and a stochastic Lyapunov-Krasovskii functional, new delay-dependent criteria in terms of linear matrix inequalities are derived for the the robust stochastic stability and the H∞ disturbance attenuation. Three numerical examples are given. The results show that the proposed method is efficient and much less conservative than the existing results in the literature.",

keywords = "H∞ control, Linear matrix inequality, Markovian jump systems, Stochastic stability, Time-varying delay systems",

author = "Sun, \{Ji Tao\} and Wang, \{Qing Guo\} and Gao, \{Han Qiao\}",

year = "2010",

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doi = "10.1007/s10483-010-0213-6",

language = "English",

volume = "31",

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journal = "Applied Mathematics and Mechanics (English Edition)",

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TY - JOUR

T1 - Delay-dependent robust stability and H∞ analysis of stochastic systems with time-varying delay

AU - Sun, Ji Tao

AU - Wang, Qing Guo

AU - Gao, Han Qiao

PY - 2010/2

Y1 - 2010/2

N2 - This paper investigates the robust stochastic stability and H∞ analysis for stochastic systems with time-varying delay and Markovian jump. By using the freeweighting matrix technique, i.e., He's technique, and a stochastic Lyapunov-Krasovskii functional, new delay-dependent criteria in terms of linear matrix inequalities are derived for the the robust stochastic stability and the H∞ disturbance attenuation. Three numerical examples are given. The results show that the proposed method is efficient and much less conservative than the existing results in the literature.

AB - This paper investigates the robust stochastic stability and H∞ analysis for stochastic systems with time-varying delay and Markovian jump. By using the freeweighting matrix technique, i.e., He's technique, and a stochastic Lyapunov-Krasovskii functional, new delay-dependent criteria in terms of linear matrix inequalities are derived for the the robust stochastic stability and the H∞ disturbance attenuation. Three numerical examples are given. The results show that the proposed method is efficient and much less conservative than the existing results in the literature.

KW - H∞ control

KW - Linear matrix inequality

KW - Markovian jump systems

KW - Stochastic stability

KW - Time-varying delay systems

UR - https://www.scopus.com/pages/publications/77950636459

U2 - 10.1007/s10483-010-0213-6

DO - 10.1007/s10483-010-0213-6

M3 - Article

AN - SCOPUS:77950636459

SN - 0253-4827

VL - 31

SP - 255

EP - 262

JO - Applied Mathematics and Mechanics (English Edition)

JF - Applied Mathematics and Mechanics (English Edition)

IS - 2

ER -

Delay-dependent robust stability and H∞ analysis of stochastic systems with time-varying delay

Abstract

Keywords

ASJC Scopus subject areas

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