On stabilization of neutral stochastic differential delay systems

Author

Aggoune, W. ; Di Gennaro, S.

Author_Institution

Ecole Nat. Super. de l´Electron. et de ses Applic., Cergy-Pontoise, France

fYear

2015

fDate

1-3 July 2015

Firstpage

5288

Lastpage

5293

Abstract

In this paper the stabilization problem for a class of neutral stochastic systems with delay is investigated. The state equations are described by an Itô differential equation driven by a Wiener noise. The input generically enters both in the deterministic dynamics and in those affected by noise. The considered systems are nonlinear and nonaffine in the control. By using the Razumikhin-type approach, general conditions are developed for stabilizing the closed-loop system. A stabilizing state feedback control is also derived.

Keywords

closed loop systems; delay-differential systems; differential equations; nonlinear control systems; stability; state feedback; stochastic systems; Itô differential equation; Razumikhin-type approach; Wiener noise; closed-loop system; deterministic dynamics; neutral stochastic differential delay systems; nonaffine systems; nonlinear systems; stabilization; stabilizing state feedback control; Closed loop systems; Delay systems; Delays; Differential equations; Mathematical model; Stochastic processes; Stochastic systems; Neutral systems; Razumikhin-type Theorem; Stochastic systems;

fLanguage

English

Publisher

ieee

Conference_Titel

American Control Conference (ACC), 2015

Conference_Location

Chicago, IL

Print_ISBN

978-1-4799-8685-9

Type

conf

DOI

10.1109/ACC.2015.7172165

Filename

7172165