An analysis of the exponential stability of linear stochastic neutral delay systems
作者： Zhao-Yan Li , Zongli Lin , Bin Zhou
DOI: 10.1002/RNC.3058
关键词: Control theory 、 Itō calculus 、 Mean square 、 Mathematics 、 Stochastic differential equation 、 Stability result 、 Linear matrix 、 Exponential stability 、 Stability (probability)
摘要: Summary This paper is concerned with the analysis of mean square exponential stability and almost sure linear stochastic neutral delay systems. A general result on such systems established. Based this result, partitioning technique adopted to obtain a delay-dependent condition in terms matrix inequalities (LMIs). In obtaining these LMIs, some basic rules Ito calculus are also utilized introduce slack matrices so as further reduce conservatism. Some numerical examples borrowed from literature used show that, number intervals increases, allowable determined by proposed LMI approaches hmax, maximal for considered system, indicating effectiveness analysis. Copyright © 2013 John Wiley & Sons, Ltd.
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