Title :
Mean-square exponential stability analysis for stochastic systems of neutral-type
Author :
Wang, Junhong ; Chen, Yun ; Zheng, Wei Xing
Author_Institution :
Inst. of Inf. & Control, Hangzhou Dianzi Univ., Hangzhou, China
Abstract :
This paper addresses the problem of mean-square exponential stability of stochastic neutral systems with nonlinear stochastic perturbations. By introducing an auxiliary vector, it is shown that the deterministic Lyapunov-Krasovskii functionals can be extended to stochastic time-delay systems. Then new delay-dependent criteria are established in this paper in terms of linear matrix inequalities (LMIs). The effectiveness of the method is demonstrated by numerical examples.
Keywords :
Lyapunov methods; asymptotic stability; delays; linear matrix inequalities; mean square error methods; nonlinear control systems; stochastic systems; LMI; auxiliary vector; delay-dependent criteria; deterministic Lyapunov-Krasovskii functionals; linear matrix inequalities; mean-square exponential stability analysis; nonlinear stochastic perturbations; stochastic neutral systems; stochastic time-delay systems; Circuit stability; Delay; Numerical stability; Stability criteria; Stochastic processes; Symmetric matrices; Stochastic neutral systems; auxiliary vector; mean-square exponential stability;
Conference_Titel :
Intelligent Control and Automation (WCICA), 2010 8th World Congress on
Conference_Location :
Jinan
Print_ISBN :
978-1-4244-6712-9
DOI :
10.1109/WCICA.2010.5553868
