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

fYear

2010

fDate

9-11 June 2010

Firstpage

356

Lastpage

359

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;

fLanguage

English

Publisher

ieee

Conference_Titel

Control and Automation (ICCA), 2010 8th IEEE International Conference on

Conference_Location

Xiamen

ISSN

1948-3449

Print_ISBN

978-1-4244-5195-1

Electronic_ISBN

1948-3449

Type

conf

DOI

10.1109/ICCA.2010.5524288

Filename

5524288