Title :
Linear operator inequality approach to stability of infinite dimensional stochastic systems with time-delays
Author :
Dai, Xisheng ; Deng, Feiqi
Author_Institution :
Coll. of Autom. Sci. & Eng., South China Univ. of Technol., Guangzhou, China
Abstract :
In this article, we discuss infinite linear stochastic systems with constants, varying-delays and multi-varying delays. Based on Lyapunov stability theory, by infinite dimensional Itô formula and linear operator inequality(LOI), several sufficient conditions for mean square exponential stability are derived. A example about stability of stochastic heat equation is given to illustrate the proposed method.
Keywords :
Lyapunov methods; delays; mean square error methods; multidimensional systems; multivariable systems; stability; stochastic systems; Lyapunov stability theory; infinite dimensional Itô formula; infinite dimensional stochastic systems; linear operator inequality approach; mean square exponential stability; multivarying delays; stochastic heat equation; time-delays; varying-delays; Automatic control; Automation; Control systems; Delay systems; Hilbert space; Lyapunov method; Space technology; Stability; Stochastic processes; Stochastic systems; Infinity dimensional stochastic systems; exponential stability; infinite dimensional Itô formula; linear operator inequality;
Conference_Titel :
Control and Automation (ICCA), 2010 8th IEEE International Conference on
Conference_Location :
Xiamen
Print_ISBN :
978-1-4244-5195-1
Electronic_ISBN :
1948-3449
DOI :
10.1109/ICCA.2010.5524288
