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Delay-dependent robust stability of uncertain neutral-type Itoˆ stochastic systems with Markovian jumping parameters

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  • Xie, Jing
  • Kao, Yonggui
  • Wang, Changhong
  • Gao, Cunchen

Abstract

This paper investigates the problem of mean-square exponential stability for uncertain neutral stochastic systems with time-delays and Markovian jumping parameters. Based on the new results on expectations of stochastic cross terms containing the Itoˆ integral by Song et al. (2013), a new Lyapunov–Krasovskii function is established, and then an improved mean-square exponential stability criterion is derived. The derived results extend the conclusions recently presented in Song et al. (2013). In fact, the system discussed in Song et al. (2013) is a special case of ours. Finally, two examples are provided to demonstrate the effectiveness of the proposed results.

Suggested Citation

  • Xie, Jing & Kao, Yonggui & Wang, Changhong & Gao, Cunchen, 2015. "Delay-dependent robust stability of uncertain neutral-type Itoˆ stochastic systems with Markovian jumping parameters," Applied Mathematics and Computation, Elsevier, vol. 251(C), pages 576-585.
    • Handle: RePEc:eee:apmaco:v:251:y:2015:i:c:p:576-585
    DOI: 10.1016/j.amc.2014.11.050
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    References listed on IDEAS

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    1. T. Senthilkumar & P. Balasubramaniam, 2011. "Delay-Dependent Robust Stabilization and H ∞ Control for Nonlinear Stochastic Systems with Markovian Jump Parameters and Interval Time-Varying Delays," Journal of Optimization Theory and Applications, Springer, vol. 151(1), pages 100-120, October.
    2. Hao Shen & Shengyuan Xu & Jianping Zhou & Jinjun Lu, 2011. "Fuzzy filtering for nonlinear Markovian jump neutral systems," International Journal of Systems Science, Taylor & Francis Journals, vol. 42(5), pages 767-780.
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    Citations

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    Cited by:

    1. Chen, Weimin & Zhang, Baoyong & Ma, Qian, 2018. "Decay-rate-dependent conditions for exponential stability of stochastic neutral systems with Markovian jumping parameters," Applied Mathematics and Computation, Elsevier, vol. 321(C), pages 93-105.
    2. Li, Bing, 2017. "A note on stability of hybrid stochastic differential equations," Applied Mathematics and Computation, Elsevier, vol. 299(C), pages 45-57.
    3. Xu, Xiao & Wang, Li & Du, Zhenbin & Kao, Yonggui, 2023. "H∞ Sampled-Data Control for Uncertain Fuzzy Systems under Markovian Jump and FBm," Applied Mathematics and Computation, Elsevier, vol. 451(C).
    4. Zhang, Huasheng & Zhuang, Guangming & Sun, Wei & Li, Yongmin & Lu, Junwei, 2020. "pth moment asymptotic interval stability and stabilization of linear stochastic systems via generalized H-representation," Applied Mathematics and Computation, Elsevier, vol. 386(C).
    5. Ruan, Dehao & Xu, Liping & Luo, Jiaowan, 2019. "Stability of hybrid stochastic functional differential equations," Applied Mathematics and Computation, Elsevier, vol. 346(C), pages 832-841.
    6. Liu, Zhen & Gao, Cunchen & Kao, Yonggui, 2015. "Robust H-infinity control for a class of neutral-type systems via sliding mode observer," Applied Mathematics and Computation, Elsevier, vol. 271(C), pages 669-681.

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