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2012 | OriginalPaper | Chapter

27. Robust Stability of Stochastic Systems with Time-Delay and Nonlinear Uncertainties

Authors : Wei Qian, Lin Chen

Published in: Electrical, Information Engineering and Mechatronics 2011

Publisher: Springer London

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Abstract

This paper is concerned with the robust exponential stability in mean square for stochastic systems with time delay and nonlinear uncertainties. Based on Ito calculus rules, a more general Lyapunov–Krasovskii functional is constructed and a novel delay-dependent stability criteria is obtained in terms of linear matrix inequalities. Numerical examples are given to demonstrate that the proposed methods are less conservative than the existing ones.

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Title: Robust Stability of Stochastic Systems with Time-Delay and Nonlinear Uncertainties
Authors: Wei Qian
Lin Chen
Publisher: Springer London
Book: Electrical, Information Engineering and Mechatronics 2011
Print ISBN: 978-1-4471-2466-5

Electronic ISBN: 978-1-4471-2467-2

Copyright Year: 2012
DOI: https://doi.org/10.1007/978-1-4471-2467-2_27