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

Kun Liu; He Ping Liu; Li Ying Zhao

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

Kun Liu^*
, He Ping Liu
, Li Ying Zhao

^*Corresponding author for this work

University of Science and Technology Beijing

Research output: Contribution to journal › Article › peer-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 language	English
Pages (from-to)	516-519
Number of pages	4
Journal	Beijing Keji Daxue Xuebao/Journal of University of Science and Technology Beijing
Volume	31
Issue number	4
Publication status	Published - Apr 2009
Externally published	Yes

Keywords

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

Cite this

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title = "Delay-dependent stability of stochastic systems with time-varying delays",

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.",

keywords = "Delay-dependent, Free-weighting matrix, Linear matrix inequality (LMI), Stochastic system",

author = "Kun Liu and Liu, \{He Ping\} and Zhao, \{Li Ying\}",

year = "2009",

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language = "English",

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T1 - Delay-dependent stability of stochastic systems with time-varying delays

AU - Liu, Kun

AU - Liu, He Ping

AU - Zhao, Li Ying

PY - 2009/4

Y1 - 2009/4

N2 - 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.

AB - 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.

KW - Delay-dependent

KW - Free-weighting matrix

KW - Linear matrix inequality (LMI)

KW - Stochastic system

UR - https://www.scopus.com/pages/publications/65549109944

M3 - Article

AN - SCOPUS:65549109944

SN - 1001-053X

VL - 31

SP - 516

EP - 519

JO - Beijing Keji Daxue Xuebao/Journal of University of Science and Technology Beijing

JF - Beijing Keji Daxue Xuebao/Journal of University of Science and Technology Beijing

IS - 4

ER -

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

Abstract

Keywords

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