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Decay-rate-dependent conditions for exponential stability of stochastic neutral systems with Markovian jumping parameters

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  • Chen, Weimin
  • Zhang, Baoyong
  • Ma, Qian

Abstract

This note studies the problem of decay-rate-dependent exponential stability for neutral stochastic delay systems with Markovian jumping parameters. First, by introducing an operator D(xt,i) as well as a novel Lyapunov–Krasovskii functional, sufficient conditions for exponential stability of system with a decay rate are obtained. Second, the results are extended to the robust exponential estimates for uncertain neutral stochastic delay systems with Markovian jumping parameters. Finally, numerical examples are provided to show the effectiveness of the proposed results.

Suggested Citation

  • 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.
    • Handle: RePEc:eee:apmaco:v:321:y:2018:i:c:p:93-105
    DOI: 10.1016/j.amc.2017.10.034
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    References listed on IDEAS

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    1. 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.
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    4. Bao, Jianhai & Hou, Zhenting & Yuan, Chenggui, 2009. "Stability in distribution of neutral stochastic differential delay equations with Markovian switching," Statistics & Probability Letters, Elsevier, vol. 79(15), pages 1663-1673, August.
    5. Zhou, Jianping & Park, Ju H. & Ma, Qian, 2016. "Non-fragile observer-based H∞ control for stochastic time-delay systems," Applied Mathematics and Computation, Elsevier, vol. 291(C), pages 69-83.
    6. Kao, Yonggui & Zhu, Quanxin & Qi, Wenhai, 2015. "Exponential stability and instability of impulsive stochastic functional differential equations with Markovian switching," Applied Mathematics and Computation, Elsevier, vol. 271(C), pages 795-804.
    7. Mao, Xuerong & Shen, Yi & Yuan, Chenggui, 2008. "Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching," Stochastic Processes and their Applications, Elsevier, vol. 118(8), pages 1385-1406, August.
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    Cited by:

    1. Xie, Jiyang & Zhu, Shuqian & Feng, Jun-e, 2020. "Delay-dependent and decay-rate-dependent conditions for exponential mean stability and non-fragile controller design of positive Markov jump linear systems with time-delay," Applied Mathematics and Computation, Elsevier, vol. 369(C).
    2. Chen, Wenbin & Lu, Junwei & Zhuang, Guangming & Gao, Fang & Zhang, Zhengqiang & Xu, Shengyuan, 2022. "Further results on stabilization for neutral singular Markovian jump systems with mixed interval time-varying delays," Applied Mathematics and Computation, Elsevier, vol. 420(C).
    3. Cui, Kaiyan & Song, Zhanjie & Zhang, Shuo, 2022. "Stability of neutral-type neural network with Lévy noise and mixed time-varying delays," Chaos, Solitons & Fractals, Elsevier, vol. 159(C).
    4. Sweetha, S. & Panneerselvam, V. & Tatar, N. & Sakthivel, R., 2023. "Observer-based control for nonlinear neutral type stochastic model with fractional Gaussian noise and input saturation," Chaos, Solitons & Fractals, Elsevier, vol. 167(C).

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