具有时变滞后的随机系统的时滞依赖鲁棒稳定性与H_∞分析  

Delay-Dependent Robust Stability and H_∞ Analysis of Stochastic Systems With Time-Varying Delay

作　　者：孙继涛[1] 王庆国[2] 高含俏[2] 

机构地区：[1]同济大学数学系,上海200092 [2]新加坡国立大学电子与电脑工程系,新加坡119260

出　　处：《应用数学和力学》2010年第2期236-244,共9页Applied Mathematics and Mechanics

基　　金：国家自然科学基金资助项目(60874027)

摘　　要：研究具有时变滞后与Markov跳跃的随机系统的鲁棒随机稳定性与H_∞分析.通过引进随机Liapunov-Krasovskii泛函,使用自由权矩阵技术(即何技术),得到时滞依赖鲁棒随机稳定性与H_∞扰动衰减的线性矩阵不等式判据.3个数值例子说明提供的方法是有效的,并且与相关文献中存在的一些结果相比是低保守的.Robust stochastic stability and H∞ analysis for stochastic systems with time-varying delay and Markovian jump were investigated. A stochastic Liapunov-Krasovskii functional was introduced for stability analysis. By using the free-weighting matrices technique （i. e. He＇ s technique）, new delay-dependent criteria in terms of linear matrix inequality were derived for robust stochastic stability and the H∞ disturbance attenuation. Three numerical examples were given to show that the proposed method was efficient and much less conservative than the existing results in the literature.

关 键 词：时变滞后系统 MARKOV跳跃系统 随机稳定性 线性矩阵不等式 H∞控制 

分 类 号：O175.7[理学—数学]