An analysis of the exponential stability of linear stochastic neutral delay systems |
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| Authors: | Zongli Lin Bin Zhou |
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| Affiliation: | 1. Charles L. Brown Department of Electrical and Computer Engineering, University of Virginia, P.O. Box 400743, Charlottesville, VA 22904‐4743, USA;2. Center for Control Theory and Guidance Technology, Harbin Institute of Technology, Harbin, 150001, China |
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| Abstract: | This paper is concerned with the analysis of the mean square exponential stability and the almost sure exponential stability of linear stochastic neutral delay systems. A general stability result on the mean square and almost sure exponential stability of such systems is established. Based on this stability result, the delay partitioning technique is adopted to obtain a delay‐dependent stability condition in terms of linear matrix inequalities (LMIs). In obtaining these LMIs, some basic rules of the Ito calculus are also utilized to introduce slack matrices so as to further reduce conservatism. Some numerical examples borrowed from the literature are used to show that, as the number of the partitioning intervals increases, the allowable delay determined by the proposed LMI condition approaches hmax, the maximal allowable delay for the stability of the considered system, indicating the effectiveness of the proposed stability analysis. Copyright © 2013 John Wiley & Sons, Ltd. |
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| Keywords: | time‐delay mean square exponential stability almost sure exponential stability stochastic differential equations neutral delay systems |
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