Gao, Huijun; Wang, Changhong; Wang, Junling On \(H_\infty\) performance analysis for continuous-time stochastic systems with polytopic uncertainties. (English) Zbl 1136.93334 Circuits Syst. Signal Process. 24, No. 4, 415-429 (2005). Summary: Two new parameter-dependent bounded real lemmas (BRLs) are proposed for continuous-time stochastic systems with polytopic uncertainties. One is based on the decoupling of product terms between a Lyapunov matrix and system matrices, which is realized by transforming the original system to its equivalent descriptor form; and the other is derived by defining a multiple Lyapunov function combined with a new bounding technique. These two improved BRLs are expressed as linear matrix inequality conditions, which can be easily tested by using standard numerical software. Numerical examples show the reduced conservativeness of the proposed BRLs. Cited in 15 Documents MSC: 93B36 \(H^\infty\)-control 93D09 Robust stability 93E03 Stochastic systems in control theory (general) PDFBibTeX XMLCite \textit{H. Gao} et al., Circuits Syst. Signal Process. 24, No. 4, 415--429 (2005; Zbl 1136.93334) Full Text: DOI