Delay-dependent stability of stochastic systems with time-varying delays

Kun Liu*, He Ping Liu, Li Ying Zhao

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

Abstract

The idea of free-weighting matrices was extended to a class of stochastic systems with time-varying delays, and the delay-dependent stability of the stochastic systems was studied. By establishing a new Lyapunov function and introducing appropriate free-weighting matrices, a sufficient delay-dependent condition was proposed for the asymptotic stability of such a system. The result was in the form of linear matrix inequalities completely and model transformation was unnecessary. Two examples were given to illustrate the effectiveness of the proposed method.

Original languageEnglish
Pages (from-to)516-519
Number of pages4
JournalBeijing Keji Daxue Xuebao/Journal of University of Science and Technology Beijing
Volume31
Issue number4
Publication statusPublished - Apr 2009
Externally publishedYes

Keywords

  • Delay-dependent
  • Free-weighting matrix
  • Linear matrix inequality (LMI)
  • Stochastic system

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