Title :
pth moment exponential stability of stochastic functional differential systems with Markovian switching and impulsive perturbations
Author :
Cheng, Pei ; Peng, Yunjian ; Deng, Feiqi
Author_Institution :
Coll. of Autom. Sci. & Eng., South China Univ. of Technol., Guangzhou, China
Abstract :
In this paper, we investigate the pth moment exponential stability of stochastic functional differential systems with Markovian switching and impulsive perturbations. Based on the Lyapunov functions and Razumikhin techniques, some criteria are established and their applications to delay systems are proposed. An illustrative example shows the effectiveness of our results.
Keywords :
Lyapunov methods; Markov processes; asymptotic stability; delay systems; differential equations; functional equations; stochastic systems; Lyapunov functions; Markovian switching; Razumikhin techniques; delay systems; impulsive perturbations; pth moment exponential stability; stochastic functional differential systems; Asymptotic stability; Automatic control; Automation; Control systems; Delay effects; Delay systems; Differential equations; Stability criteria; Stochastic processes; Stochastic systems; Markovian switching; Razumikhin-type theorems; Stochastic functional differential systems; impulsive perturbations; pth moment exponential stability;
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.2010.5524106
