Delay-dependent exponential stability criteria for stochastic systems with polytopic-type uncertainties

作者：Li Yumei^*; Guan Xinping; Peng Dan; Hua Changchun; Luo Xiaoyuan

来源：Journal of Control Theory and Applications, 2009, 7(3): 291-296.

DOI：10.1007/s11768-009-8008-3

• Delay-dependent
• Delay-dependent criteria
• Descriptor model transformation
• Exponential stability
• Exponential stability in mean square
• Free-weighting matrices
• Linear matrix inequality (LMI)
• Lyapunov-Krasovskii functionals
• Numerical example
• Polytopic-type uncertainty
• Time-varying delay
• Time-varying state delay

This paper considers the problem of delay-dependent exponential stability in mean square for stochastic systems with polytopic-type uncertainties and time-varying delay. Applying the descriptor model transformation and introducing free weighting matrices, a new type of Lyapunov-Krasovskii functional is constructed based on linear matrix inequalities (LMIs), and some new delay-dependent criteria are obtained. These criteria include the delay-independent/ratedependent and delay-dependent/rate-independent exponential stability criteria. These new criteria are less conservative than existing ones. Numerical examples demonstrate that these new criteria are effective and are an improvement over existing ones.

• 出版日期2009