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

作　　者：孙继涛 王庆国 高含俏 

机构地区：[1]Department of Mathematics, Tongji University [2]Department of Electrical and Computer Engineering, National University of Singapore

出　　处：《Applied Mathematics and Mechanics(English Edition)》2010年第2期255-262,共8页应用数学和力学（英文版）

基　　金：Project supported by the National Natural Science Foundation of China (No. 60874027)

摘　　要：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 axe given. The results show that the proposed method is efficient and much less conservative than the existing results in the literature.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 axe given. The results show that the proposed method is efficient and much less conservative than the existing results in the literature.

关 键 词：time-varying delay systems Markovian jump systems stochastic stability linear matrix inequality H∞ control 

分 类 号：TP13[自动化与计算机技术—控制理论与控制工程] TP271[自动化与计算机技术—控制科学与工程]