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

作者：Sun Ji tao^*; Wang Qing guo; Gao Han qiao

来源：Applied Mathematics and Mechanics, 2010, 31(2): 255-262.

DOI：10.1007/s10483-010-0213-6

• time-varying delay systems
• Markovian jump systems
• stochastic stability
• linear matrix inequality
• H-infinity control

This paper investigates the robust stochastic stability and H-infinity analysis for stochastic systems with time-varying delay and Markovian jump. By using the free-weighting 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-infinity 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.

• 出版日期2010-2
• 单位同济大学