Stability and stabilization of stochastic systems with distributed delays

Author

Verriest, Erik I.

Author_Institution

Georgia Tech Lorraine, Metz, France

Volume

3

fYear

1995

fDate

13-15 Dec 1995

Firstpage

2205

Abstract

For linear systems with distributed delays and bilinear stochastic perturbations, sufficient conditions are given for the stability and asymptotic stability independent of the matrix valued weight functions on the delayed state. These sufficient conditions, obtained via the Lyapunov-Krasovskii theory, revolve around the existence of some positive definite matrix functions satisfying certain Riccati-type differential equations. Connections are made with the theory of robust control and its frequency domain criteria. New results on stabilizability with distributed feedback are derived

Keywords

Lyapunov methods; Riccati equations; asymptotic stability; delays; distributed control; matrix algebra; nonlinear differential equations; stability criteria; stochastic systems; Lyapunov-Krasovskii theory; Riccati-type differential equations; asymptotic stability conditions; bilinear stochastic perturbations; distributed delays; distributed feedback; frequency-domain criteria; linear systems; matrix-valued weight functions; positive definite matrix functions; robust control; stochastic systems; Asymptotic stability; Delay systems; Differential equations; Distributed feedback devices; Frequency domain analysis; Linear systems; Riccati equations; Robust control; Stochastic systems; Sufficient conditions;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 1995., Proceedings of the 34th IEEE Conference on

Conference_Location

New Orleans, LA

ISSN

0191-2216

Print_ISBN

0-7803-2685-7

Type

conf

DOI

10.1109/CDC.1995.480530

Filename

480530