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Robust exponential stability criteria of uncertain stochastic systems with time-varying delays

Author

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  • Yumei Li
  • Xinping Guan
  • Xiaoyuan Luo

Abstract

This article investigates the problem of delay-dependent exponential stability in mean square for continuous-time linear stochastic systems with structured uncertainties and time-varying delays. By applying descriptor model transformation of the systems, a new type of Lyapunov–Krasovskii functional is constructed, and by introducing some free weighting matrices, some new delay-dependent and delay-independent stability criteria are derived respectively in terms of an LMI algorithm. The new stability criteria are less conservative than existing results. Numerical examples demonstrate that the new criteria are effective and are an improvement over existing results.

Suggested Citation

  • Yumei Li & Xinping Guan & Xiaoyuan Luo, 2011. "Robust exponential stability criteria of uncertain stochastic systems with time-varying delays," International Journal of Systems Science, Taylor & Francis Journals, vol. 42(4), pages 601-608.
    • Handle: RePEc:taf:tsysxx:v:42:y:2011:i:4:p:601-608
    DOI: 10.1080/00207720802645212
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    Cited by:

    1. Yeong-Chan Chang, 2014. "Robust adaptive neural tracking control for a class of electrically driven robots with time delays," International Journal of Systems Science, Taylor & Francis Journals, vol. 45(11), pages 2418-2434, November.
    2. Yeong-Chan Chang & Ming-Fang Wu, 2016. "Robust tracking control for a class of flexible-joint time-delay robots using only position measurements," International Journal of Systems Science, Taylor & Francis Journals, vol. 47(14), pages 3336-3349, October.

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