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On stabilization for a class of nonlinear stochastic time-delay systems:a matrix inequality approach
Authors:Weihai ZHANG  Xuezhen LIU  Shulan KONG  Qinghua LI
Affiliation:College of Information and Electrical Engineering, Shandong University of Science and Technology, Qingdao Shandong 266510, China; School of Electronic Information and Control Engineering, Shandong Institute of Light Industry, Jinan Shandong 250100, China; School of Mathematics Sciences, Qufu Normal University, Qufu Shandong 273165, China
Abstract:This paper treats the feedback stabilization of nonlinear stochastic time-delay systems with state and control-dependent noise. Some locally (globally) robustly stabilizable conditions are given in terms of matrix inequalities that are independent of the delay size. When it is applied to linear stochastic time-delay systems, sufficient conditions for the state-feedback stabilization are presented via linear matrix inequalities. Several previous results are extended to more general systems with both state and control-dependent noise, and easy computation algorithms are also eiven.
Keywords:Nonlinear stochastic systems  Linear matrix inequality  Asymptotic stability in probability  Time-delay systems
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