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

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Abstract

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 are given. The results show that the proposed method is efficient and much less conservative than the existing results in the literature.

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Authors and Affiliations

  1. Department of Mathematics, Tongji University, Shanghai, 200092, P. R. China

    Ji-tao Sun  (孙继涛)

  2. Department of Electrical and Computer Engineering, National University of Singapore, 10 Kent Ridge Crescent, Singapore, 119260, Singapore

    Qing-guo Wang  (王庆国) & Han-qiao Gao  (高含俏)

Authors
  1. Ji-tao Sun  (孙继涛)
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  2. Qing-guo Wang  (王庆国)
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  3. Han-qiao Gao  (高含俏)
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Corresponding author

Correspondence to Ji-tao Sun  (孙继涛).

Additional information

(Communicated by Shi-qiang DAI)

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

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Sun, Jt., Wang, Qg. & Gao, Hq. Delay-dependent robust stability and H ∞ analysis of stochastic systems with time-varying delay. Appl. Math. Mech.-Engl. Ed. 31, 255–262 (2010). https://doi.org/10.1007/s10483-010-0213-6

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  • DOI: https://doi.org/10.1007/s10483-010-0213-6

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Chinese Library Classification

2000 Mathematics Subject Classification

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