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Zbl 1129.93547
Chen, Wu-Hua; Guan, Zhi-Hong; Lu, Xiaomei
Delay-dependent exponential stability of uncertain stochastic systems with multiple delays: an LMI approach. (English)
[J] Syst. Control Lett. 54, No. 6, 547-555 (2005). ISSN 0167-6911

Summary: The problem of exponential stability in mean square for stochastic systems with multiple delays is investigated. A delay-dependent sufficient condition is derived in terms of linear matrix inequalities (LMIs) by using a descriptor model transformation of the system and by applying Moon's inequality for bounding cross terms. The criteria obtained in this paper can be tested numerically very efficiently using interior point algorithms. An example shows that the proposed methods are less conservative than the other methods.

MSC 2000:: *93E15 Stochastic stability
34K50 Stochastic delay equations
93C23 Systems governed by functional-differential equations
93D09 Robust stability of control systems

Keywords: stochastic systems; time-delays; linear matrix inequality; delay-dependent criterion

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Zentralblatt MATH Berlin [Germany]