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Robust Delay-dependent Exponential Stability of Uncertain Stochastic System with Time-varying Delay

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Abstract

This paper discusses the problem of robust delay-dependent exponential stability for a class of uncertain stochastic systems with time-varying delay. The uncertainty is assumed to be of norm-bounded form. A less conservative robust exponential stability condition is derived by using a new Lyapunov–Krasovskii functional and a free-weighting matrix method in terms of linear matrix inequalities. Two numerical examples are given to illustrate the effectiveness of the proposed method.

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Authors and Affiliations

  1. College of Computer and Information, Hohai University, Changzhou, 213022, China

    Mingang Hua

  2. College of Automation Science and Engineering, South China University of Technology, Guangzhou, 510640, China

    Feiqi Deng & Yunjian Peng

  3. Department of Applied Mathematics, University of Waterloo, Waterloo, Ontario, N2L 3G1, Canada

    Mingang Hua & Xinzhi Liu

Authors
  1. Mingang Hua
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  2. Feiqi Deng
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  3. Xinzhi Liu
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  4. Yunjian Peng
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Corresponding author

Correspondence to Xinzhi Liu.

Additional information

Research of X. Liu was supported by NSERC Canada.

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Hua, M., Deng, F., Liu, X. et al. Robust Delay-dependent Exponential Stability of Uncertain Stochastic System with Time-varying Delay. Circuits Syst Signal Process 29, 515–526 (2010). https://doi.org/10.1007/s00034-010-9159-7

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  • DOI: https://doi.org/10.1007/s00034-010-9159-7

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