Mean Square Exponential Stability Analysis for Itô Stochastic Systems with Aperiodic Sampling and Multiple Time-Delays

Guoliang Chen, Chenchen Fan, Jian Sun*, Jianwei Xia

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

83 Citations (Scopus)

Abstract

In this article, for Itô stochastic systems with aperiodic sampling and multiple time-delays, we provide two different types of mean square exponential stability analysis methods. One method is based on the Razumikhin-type theorems method, based on this method, the mean square exponential stability criteria of the system are proposed. Meanwhile, mean square exponential practical stability criteria are also proposed. In addition, through these theorems, the constraint of positivity on the Lyapunov function for all times can be relaxed to sampling times for Itô stochastic systems with aperiodic sampling and multiple time-delays is proved. Another method is based on the looped-functionals method. Two looped-functionals are introduced to analyze the stability of Itô stochastic systems with aperiodic sampling and multiple time-delays. One functional is one-sided, while the other functional is two-sided. Based on these two functionals and the Itô formula, two mean square exponential stability criteria are presented in the form of linear matrix inequalities. Numerical examples are used to illustrate that the proposed approach is less conservative than other methods.

Original languageEnglish
Pages (from-to)2473-2480
Number of pages8
JournalIEEE Transactions on Automatic Control
Volume67
Issue number5
DOIs
Publication statusPublished - 1 May 2022

Keywords

  • Aperiodic sampling
  • Ito stochastic system
  • Looped-functional
  • Mean square exponential stability
  • Time-delay

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