Reliable stabilization of stochastic time-delay systems with nonlinear disturbances |
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| Authors: | Zidong Wang Huisheng Shu Xiaohui Liu |
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| Affiliation: | 1. Donghua University, The School of Information Sciences and Technology , Shanghai, 200051, China , and is with the Department of Information Systems and Computing, Brunel University, Uxbridge, Middlesex, UB8 3PH, UK zidong.wang@brunel.ac.uk;3. The School of Sciences, Donghua University , Shanghai, 200051, China;4. Brunel University, The Department of Information Systems and Computing , Uxbridge, Middlesex, UB8 3PH, UK |
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| Abstract: | This paper is concerned with the stabilization problem for a class of continuous stochastic time-delay systems with nonlinear disturbances, parameter uncertainties and possible actuator failures. Both the stability analysis and synthesis problems are considered. The purpose of the stability analysis problem is to derive easy-to-test conditions for the uncertain nonlinear time-delay systems to be stochastically, exponentially stable. The synthesis problem, on the other hand, aims to design state feedback controllers such that the closed-loop system is exponentially stable in the mean square for all admissible uncertainties, nonlinearities, time-delays and possible actuator failures. It is shown that the addressed problem can be solved in terms of the positive definite solutions to certain algebraic matrix inequalities. Numerical examples are provided to demonstrate the effectiveness of the proposed design method. |
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| Keywords: | Nonlinear systems Uncertain systems Stochastic systems Time-delay Actuator failures Lyapunov stability |
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