Robustness of stability of nonlinear systems with stochastic delay perturbations

Suppose there exist random disturbances to a given exponentially stable system and the stochastically perturbed system is described by a stochastic differential-functional equation. In this paper a sufficient condition is given so that the perturbed system remains exponentially stable. In the case where the perturbation depends only on several states of the past we obtain a condition under which the perturbed system is absolutely exponentially stable.     

Delay-range-dependent stability for uncertain stochastic systems with interval time-varying delay and nonlinear perturbations

This paper considers the problem of robust stability for a class of uncertain stochastic systems with interval time-varying delay under nonlinear perturbations. A new delay-dependent method for robust stability of the systems is proposed. The innovation of the method includes employment of a tighter integral inequality and construction of an appropriate type of Lyapunov–Krasovskii functional. The restriction used to bound some trace term in the existing methods is also removed. The resulting criterion derived from this method has advantages over previous ones in that it has less conservatism and enlarges the scope of application. The reduction in conservatism of the proposed criterion is attributed to a method to estimate the upper bound on the stochastic differential of the Lyapunov–Krasovskii functional without neglecting any useful terms in the delay-dependent stability analysis. On the basis of the estimation and by utilizing free-weighting matrices, new delay-range-dependent stability criterion is established in terms of linear matrix inequality. Finally, numerical examples are provided to show the effectiveness and reduced conservatism of the proposed method.     

Stability of linear stochastic delay differential equations with infinite Markovian switchings

This paper investigates the stability of linear stochastic delay differential equations with infinite Markovian switchings. Some novel exponential stability criteria are first established based on the generalized It formula and linear matrix inequalities. Then, a new sufficient condition is proposed for the equivalence of 4 stability definitions, namely, asymptotic mean square stability, stochastic stability, exponential mean square stability with conditioning, and exponential mean square stability. In particular, our results generalize and improve some of the previous results. Finally, two examples are given to illustrate the effectiveness of the proposed results.     

带有非线性扰动的时变时滞系统的稳定性准则

研究了带有非线性扰动的时变时滞系统的稳定性问题.基于时滞分割方法,提出了保守性更小的系统稳定性分析准则.利用一个自由参数将时滞区间分割为2个子区间,进而构造了含有时滞分割点状态信息和3重积分项的Lyapunov-Krasovskii泛函,并采用自由矩阵积分不等式界定泛函导数中的交叉项.基于Lyapunov稳定性定理,得到了以线性矩阵不等式描述的时滞相关型稳定性准则.数值算例表明该稳定性准则能够得到更大的时滞上界,与已有结果相比具有更小的保守性.     

Stability analysis of hybrid stochastic delay differential equations with asynchronous switching and discrete observations

This paper studies the hybrid stochastic delay differential equations (SDDEs) with asynchronous switching and discrete observations. For SDDEs based on discrete observations, there are two methods: The discrete-time approach and the input time delay method. For linear solvable equations, the discrete-time approach is feasible but for unsolvable nonlinear hybrid SDSs, the results of the discrete-time approach have not been discussed. So, it is natural to ask: Is the discrete-time approach still workable for nonlinear hybrid SDSs? This paper focuses on this problem. By using tools of stochastic analysis, constructing Lyapunov functional and using the discrete-time approach, the stability of hybrid SDSs by discrete-time feedback control is obtained. Finally, a numerical example is presented to verify the theoretical result.     

Global stabilization for a class of stochastic nonlinear systems with SISS‐like conditions and time delay

The global stabilization problem for a class of stochastic time‐delay nonlinear systems with stochastic‐input‐to‐state‐stable–like conditions is investigated. Different from the existing results, the nonlinear growing conditions are more general, and the existences of the state and input time delays make the work more challenging in the control design and stability analysis. By introducing an appropriate gain‐scaling method and using a homogeneous domain control strategy, a delay‐independent controller is constructed to ensure that the equilibrium at the origin of the closed‐loop system is globally asymptotically stable in probability. Examples are given to show the validness of the proposed method.     

New stability criteria for singular systems with time-varying delay and nonlinear perturbations

This paper concerns the stability analysis for singular systems with time-varying delay and nonlinear perturbations. Two cases of time-varying delay, which is differentiable (Case 1) or not differentiable (Case 2), are considered. The considered nonlinear perturbations includes the norm-bounded uncertainties as a special case. Some delay-dependent stability criteria are derived by using a delay decomposition approach. In the delay decomposition approach, the entire delay interval is divided into multiple sub-intervals for which different energy functions are defined for building new Lyapunov–Krasovskii functional. Some numerical and practical examples are given to show the effectiveness and significant improvement of the proposed method.     

Delay-dependent exponential stability of the backward Euler method for nonlinear stochastic delay differential equations

Recently, several scholars discussed the question of under what conditions numerical solutions can reproduce exponential stability of exact solutions to stochastic delay differential equations, and some delay-independent stability criteria were obtained. This paper is concerned with delay-dependent stability of numerical solutions. Under a delay-dependent condition for the stability of the exact solution, it is proved that the backward Euler method is mean-square exponentially stable for all positive stepsizes. Numerical experiments are given to confirm the theoretical results.     

Global stability for separable nonlinear delay differential equations

Consider the following separable nonlinear delay differential equation

, where we assume that, there is a strictly monotone increasing function f(x) on (−∞, +∞) such that

In this paper, to the above separable nonlinear delay differential equation, we establish conditions of global asymptotic stability for the zero solution. In particular, for a special wide class of f(x) which contains a case of f(x) = e^x−1, we give more explicit conditions. Applying these, we offer conditions of global asymptotic stability for solutions of nonautonomous logistic equations with delays.     

Robust exponential stability conditions for retarded systems with Lipschitz nonlinear stochastic perturbations

This paper investigates robust mean‐square exponential stability of a class of uncertain stochastic state‐delayed systems with Lipschitz nonlinear stochastic perturbation. Based on Lyapunov–Krasovskii functional (LKF) method and free‐weighting matrix technique, some new delay‐dependent stability conditions are established in terms of linear matrix inequalities (LMIs). In order to reduce the conservatism, (1) the delay is divided into several segments, i.e. the delay decomposition method is applied; (2) cross terms estimation is avoided; (3) some information of the cross terms relationships which has not been involved in Reference (IET Control Theory Appl. 2008; 2(11):966–973) is considered. Moreover, from the mathematical point of view, the results obtained by free‐weighting matrix technique can be equivalently re‐formulated by simpler ones without involving any additional free matrix variables. The effectiveness of the method is demonstrated by numerical examples. Copyright © 2010 John Wiley & Sons, Ltd.     

Output feedback stabilization of stochastic feedforward nonlinear systems with input and state delay

This paper considers the problem of output feedback stabilization for a class of stochastic feedforward nonlinear systems with input and state delay. Under a set of coordinate transformations, we first design a linear output feedback controller for a nominal system. Then, with the aid of feedback domination technique and an appropriate Lyapunov–Krasovskii functional, it is proved that the proposed linear output feedback controller can drive the closed‐loop system globally asymptotically stable in probability. Copyright © 2015 John Wiley & Sons, Ltd.     

Stochastic stability of a class of unbounded delay neutral stochastic differential equations with general decay rate

Without the linear growth condition on the drift coefficient, this article examines the existence and uniqueness of global solutions of a class of neutral stochastic differential equations with unbounded delay and their asymptotic stabilities with general decay rate. To illustrate the application of our results, this article gives a two-dimensional system as an example.     

Robust fuzzy control of nonlinear stochastic delay systems with impulsive effects

The problem of robust fuzzy control for a class of nonlinear fuzzy impulsive stochastic systems with time-varying delays is investigated. The nonlinear delay system is represented by the well-known T–S fuzzy model. The so-called parallel distributed compensation idea is employed to design the state feedback controller. Sufficient conditions for mean square exponential stability of the closed-loop system are derived in terms of linear matrix inequalities. Finally, a numerical example is given to illustrate the applicability of the theoretical results.     

具时滞的非线性纵向飞行模型稳定性和分支分析

研究一类具有时滞的非线性飞行模型的稳定性和分支问题。首先考虑数据测量的时间延迟,给出了含时滞的大迎角纵向多项式飞行模型;然后应用泛函微分方程Hopf分支理论和中心流形等非线性方法给出了该模型稳定性和分支的解析分析,得到了由时滞引起的Hopf分支存在条件、分支点计算公式以及分支周期解的稳定性判别准则;最后利用所得结论进行了飞行实例分析,分析结果表明,数据测量延时可能会引起飞行稳定性的改变,而且延时超过一定临界值时将产生Hopf分支,出现纵向周期振荡,其结论具有实际参考意义。     

时滞非线性随机大系统的指数稳定性

建立了一般随机泛函微分方程p阶均值指数稳定与几乎必然指数稳定的新型判据, 然后应用所得判据到具有可变多时滞的非线性随机大系统, 得到了这种随机大系统时滞无关的均方指数稳定与几乎必然指数稳定的代数判据.     

Stability analysis of neutral stochastic delay differential equations by a generalisation of Banach's contraction principle

In this paper, we consider a class of neutral stochastic differential systems with variable delays and give sufficient conditions to ensure that the zero solution is asymptotically stable in the mean square by means of a generalisation of Banach's contraction principle. These conditions do not require the boundedness of delays, nor do they ask for a fixed sign on the coefficient functions. The results are shown to improve the previous globally stable results derived in the literature.     

Switched nonlinear singular systems with time‐delay: Stability analysis

This paper presents an approach to the stability analysis of a class of nonlinear interconnected continuous‐time singular systems with arbitrary switching signals. This class of interconnected subsystems consists of unknown but bounded state delay and nonlinear terms, and each subsystem can be globally stable, unstable, or locally stable. By constructing a new Lyapunov‐like Krasovskii functional, sufficient conditions are derived and formulated to check the asymptotic (exponential) stability of such systems with arbitrary switching signals. Then, some new general criteria for asymptotic (exponential) stability with average dwell‐time switching signals are also established. The theoretical developments are demonstrated by two numerical simulations. Copyright © 2014 John Wiley & Sons, Ltd.     

Stability analysis for stochastic neural network with infinite delay

This paper considers a stochastic neural network (SNN) with infinite delay. Some sufficient conditions for stochastic stability, stochastic asymptotical stability and global stochastic asymptotical stability, respectively, are derived by means of Lyapunov method, Itô formula and some inequalities. As a corollary, we show that if the neural network with infinite delay is stable under some conditions, then the stochastic stability is maintained provided the environmental noises are small. Estimates on the allowable sizes of environmental noises are also given. Finally, a three-dimensional SNN with infinite delay is analyzed and some numerical simulations are illustrated to show our results.     

Optimal control of a stochastic delay heat equation with boundary-noise and boundary-control

In this paper, a controlled stochastic delay heat equation with Neumann boundary-noise and boundary-control is considered. The existence and uniqueness of the mild solution for the associated Hamilton–Jacobi–Bellman equations are obtained by means of the backward stochastic differential equations, which is applied to the optimal control problem.