Title :
Mean-square exponential stability of stochastic Markovian jump systems with mode-dependent time-varying delays
Author :
Ma, Li ; Da, Fei-Peng ; Zhang, Kan-Jian
Author_Institution :
Key Lab. of Meas. & Control for Complex Syst. of Eng., Southeast Univ., Nanjing, China
Abstract :
In this paper, the mean-square exponential stability problem is investigated for stochastic Markovian jump open-loop systems with mode-dependent time-varying delays. By constructing a modified Lyapunov-Krasovskii functional, a delay-dependent sufficient condition for the solvability of the above problem is presented in terms of linear matrix inequalities(LMIs). The decay rate can be a given finite positive constant and synchronously the derivative of time-varying delays is only required to have a upper bound which is not required to be less than 1. Numerical examples are presented to illustrate the effectiveness of the theoretical result.
Keywords :
Lyapunov methods; Markov processes; asymptotic stability; delays; linear matrix inequalities; open loop systems; stochastic systems; linear matrix inequalities; mean-square exponential stability; mode-dependent time-varying delays; modified Lyapunov-Krasovskii functional; open loop systems; stochastic Markovian jump systems; Control engineering education; Control systems; Delay effects; Laboratories; Stability; Stochastic systems; Sufficient conditions; Systems engineering and theory; Time varying systems; Upper bound;
Conference_Titel :
Decision and Control, 2009 held jointly with the 2009 28th Chinese Control Conference. CDC/CCC 2009. Proceedings of the 48th IEEE Conference on
Conference_Location :
Shanghai
Print_ISBN :
978-1-4244-3871-6
Electronic_ISBN :
0191-2216
DOI :
10.1109/CDC.2009.5399837
