Mean-square exponential stability for stochastic time-varying delay systems with Markovian jumping parameters:a delay decomposition approach  

作　　者：Li Ma Feipeng Da 

机构地区：[1]Key Laboratory of Measurement and Control for Complex Systems of Engineering, Ministry of Education, Research Institute of Automation, Southeast University, Nanjing 210096, E R. China [2]College of Electronic and Information Engineering, Jiangsu University, Zhenjiang 212013, P. R. China

出　　处：《Journal of Systems Engineering and Electronics》2011年第5期816-824,共9页系统工程与电子技术（英文版）

基　　金：supported by the Program for New Century Excellent Talents in University, the Graduate Innovation Program of Jiangsu Province (CX06B-051Z);the Scientific Research Foundation of Graduate School of Southeast University (YBJJ0929)

摘　　要：The mean-square exponential stability problem is investigated for a class of stochastic time-varying delay systems with Markovian jumping parameters. By decomposing the delay interval into multiple equidistant subintervals, a new delay-dependent and decay-rate-dependent criterion is presented based on constructing a novel Lyapunov functional and employing stochastic analysis technique. Besides, the decay rate has no conventional constraint and can be selected according to different practical conditions. Finally, two numerical examples are provided to show that the obtained result has less conservatism than some existing ones in the literature.The mean-square exponential stability problem is investigated for a class of stochastic time-varying delay systems with Markovian jumping parameters. By decomposing the delay interval into multiple equidistant subintervals, a new delay-dependent and decay-rate-dependent criterion is presented based on constructing a novel Lyapunov functional and employing stochastic analysis technique. Besides, the decay rate has no conventional constraint and can be selected according to different practical conditions. Finally, two numerical examples are provided to show that the obtained result has less conservatism than some existing ones in the literature.

关 键 词：stochastic systems time-varying delay Markov chain linear matrix inequality （LMI）. 

分 类 号：O211.63[理学—概率论与数理统计] TP273.2[理学—数学]