Skip to main content

2012 | OriginalPaper | Buchkapitel

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

verfasst von : Wei Qian, Lin Chen

Erschienen in: Electrical, Information Engineering and Mechatronics 2011

Verlag: Springer London

Aktivieren Sie unsere intelligente Suche, um passende Fachinhalte oder Patente zu finden.

search-config
loading …

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.

Sie haben noch keine Lizenz? Dann Informieren Sie sich jetzt über unsere Produkte:

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Literatur
1.
Zurück zum Zitat Fridman E, Shaked U (2002) A descriptor system approach to H control of linear time-delay systems. IEEE Trans Automat Control 47:253–270MathSciNetCrossRef Fridman E, Shaked U (2002) A descriptor system approach to H control of linear time-delay systems. IEEE Trans Automat Control 47:253–270MathSciNetCrossRef
2.
Zurück zum Zitat He Y, Wang QG, Lin C, Wu M (2005) Augmented Lyapunov functional and delay-dependent stability criteria for neutral systems. Int J Robust Nonlin Control 15:923–933MathSciNetMATHCrossRef He Y, Wang QG, Lin C, Wu M (2005) Augmented Lyapunov functional and delay-dependent stability criteria for neutral systems. Int J Robust Nonlin Control 15:923–933MathSciNetMATHCrossRef
3.
Zurück zum Zitat Moon YS, Park P, Kwon WH, Lee YS (2001) Delay-dependent robust stabilization of uncertain state-delayed systems. Int J Control 74:1447–1455MathSciNetMATHCrossRef Moon YS, Park P, Kwon WH, Lee YS (2001) Delay-dependent robust stabilization of uncertain state-delayed systems. Int J Control 74:1447–1455MathSciNetMATHCrossRef
4.
Zurück zum Zitat Xu S, Lam J (2005) Improved delay-dependent stability criteria for time-delay systems. IEEE Trans Autom Control 50:384–387MathSciNetCrossRef Xu S, Lam J (2005) Improved delay-dependent stability criteria for time-delay systems. IEEE Trans Autom Control 50:384–387MathSciNetCrossRef
5.
Zurück zum Zitat Qian W, Cong S, Sun YX, Fei SM (2009) Novel robust stability criteria for uncertain systems with time-varying delay. Appl Math Comput 215:866–872MathSciNetMATHCrossRef Qian W, Cong S, Sun YX, Fei SM (2009) Novel robust stability criteria for uncertain systems with time-varying delay. Appl Math Comput 215:866–872MathSciNetMATHCrossRef
6.
Zurück zum Zitat Mao X (1996) Robustness of exponential stability of stochastic differential delay equations. IEEE Trans Autom Control 41:442–447MATHCrossRef Mao X (1996) Robustness of exponential stability of stochastic differential delay equations. IEEE Trans Autom Control 41:442–447MATHCrossRef
7.
Zurück zum Zitat Yue D, Won S (2001) Delay-dependent robust stability of stochastic systems with the time delay and nonlinear uncertainties. IEEE Electron Lett 37:992–993MATHCrossRef Yue D, Won S (2001) Delay-dependent robust stability of stochastic systems with the time delay and nonlinear uncertainties. IEEE Electron Lett 37:992–993MATHCrossRef
8.
Zurück zum Zitat Chen W, Guan Z, Lu X (2005) Delay-dependent exponential stability of uncertain stochastic systems with multiple delays: an LMI approach. Syst Control Lett 54:547–555MathSciNetMATHCrossRef Chen W, Guan Z, Lu X (2005) Delay-dependent exponential stability of uncertain stochastic systems with multiple delays: an LMI approach. Syst Control Lett 54:547–555MathSciNetMATHCrossRef
9.
Zurück zum Zitat Yue D, Han Q (2005) Delay-dependent exponential stability of stochastic systems with time-varying delay, nonlinearity, and markovian switching. IEEE Trans Autom Control 50:217–222 Yue D, Han Q (2005) Delay-dependent exponential stability of stochastic systems with time-varying delay, nonlinearity, and markovian switching. IEEE Trans Autom Control 50:217–222
10.
Zurück zum Zitat Gu K (2000) An integral inequality in the stability problem of time-delay systems. In: Proceedings of 39th IEEE conference on decision control, Sydney, Australia, pp 2805–2810 Gu K (2000) An integral inequality in the stability problem of time-delay systems. In: Proceedings of 39th IEEE conference on decision control, Sydney, Australia, pp 2805–2810
Metadaten
Titel
Robust Stability of Stochastic Systems with Time-Delay and Nonlinear Uncertainties
verfasst von
Wei Qian
Lin Chen
Copyright-Jahr
2012
Verlag
Springer London
DOI
https://doi.org/10.1007/978-1-4471-2467-2_27

Neuer Inhalt