Exponential stability of stochastic delay interval systems with Markovian switching

Author

Mao, Xuerong

Author_Institution

Dept. of Stat., Strathclyde Univ., Glasgow, UK

Volume

47

Issue

10

fYear

2002

fDate

10/1/2002 12:00:00 AM

Firstpage

1604

Lastpage

1612

Abstract

In the past few years, a lot of research has been dedicated to the stability of interval systems as well as the stability of systems with Markovian switching. However, little research has been on the stability of interval systems with Markovian switching, which is the topic of this paper. The system discussed is the stochastic delay interval system with Markovian switching. It is a very advanced system and takes all the features of interval systems, Ito equations, and Markovian switching, as well as time lag, into account. The theory developed is applicable in many different and complicated situations so the importance of the paper is clear.

Keywords

Markov processes; asymptotic stability; delay systems; matrix algebra; stochastic systems; Brownian motion; Ito equations; Markov chain; Markovian switching; exponential stability; interval matrix; linear matrix inequality; stochastic delay interval systems; time lag; Automatic control; Communication system control; Delay effects; Delay systems; Differential equations; Linear matrix inequalities; Power system modeling; Stability analysis; Stochastic processes; Stochastic systems;

fLanguage

English

Journal_Title

Automatic Control, IEEE Transactions on

Publisher

ieee

ISSN

0018-9286

Type

jour

DOI

10.1109/TAC.2002.803529

Filename

1039796