Improved exponential stability for stochastic Markovian jump systems with nonlinearity and time‐varying delay

This paper is concerned with delay‐dependent exponential stability for stochastic Markovian jump systems with nonlinearity and time‐varying delay. An improved exponential stability criterion for stochastic Markovian jump systems with nonlinearity and time‐varying delay is proposed without ignoring any terms by considering the relationship among the time‐varying delay, its upper bound and their difference, and using both Itô's differential formula and Lyapunov stability theory. A numerical example is given to illustrate the effectiveness and the benefits of the proposed method. Copyright © 2009 John Wiley & Sons, Ltd.     

不确定变时滞随机系统的鲁棒均方指数稳定性

研究了不确定变时滞随机系统的鲁棒均方指数稳定性问题, 不确定性是范数有界的. 通过构造Lyapunov泛函, 得到了基于线性矩阵不等式的鲁棒均方指数稳定的充分条件. 最后给出实例加以验证所提出方法的有效性.     

Delay‐range‐dependent robust stability and stabilization for uncertain systems with time‐varying delay

This paper concerns delay‐range‐dependent robust stability and stabilization for time‐delay system with linear fractional form uncertainty. The time delay is assumed to be a time‐varying continuous function belonging to a given range. On the basis of a novel Lyapunov–Krasovskii functional, which includes the information of the range, delay‐range‐dependent stability criteria are established in terms of linear matrix inequality. It is shown that the new criteria can provide less conservative results than some existing ones. Moreover, the stability criteria are also used to design the stabilizing state‐feedback controllers. Numerical examples are given to demonstrate the applicability of the proposed approach. Copyright © 2007 John Wiley & Sons, Ltd.     

Delay‐dependent stability and stabilization of neutral time‐delay systems

This paper is concerned with the problem of stability and stabilization of neutral time‐delay systems. A new delay‐dependent stability condition is derived in terms of linear matrix inequality by constructing a new Lyapunov functional and using some integral inequalities without introducing any free‐weighting matrices. On the basis of the obtained stability condition, a stabilizing method is also proposed. Using an iterative algorithm, the state feedback controller can be obtained. Numerical examples illustrate that the proposed methods are effective and lead to less conservative results. Copyright © 2008 John Wiley & Sons, Ltd.     

A delay decomposition approach to delay‐dependent stability for linear systems with time‐varying delays

This paper is concerned with delay‐dependent stability for linear systems with time‐varying delays. By decomposing the delay interval into multiple equidistant subintervals, on which different Lyapunov functionals are chosen, and new Lyapunov‐Krasvskii functionals are then constructed. Employing these new Lyapunov‐Krasvskii functionals, some new delay‐dependent stability criteria are established. The numerical examples show that the obtained results are less conservative than some existing ones in the literature. Copyright © 2009 John Wiley & Sons, Ltd.     

H∞ filtering for singular systems with time‐varying delay

This paper is concerned with the delay‐dependent H_∞ filtering problem for singular systems with time‐varying delay in a range. In terms of linear matrix inequality approach, the delay‐range‐dependent bounded real lemmas are proposed, which guarantee the considered system to be regular, impulse free and exponentially stable while satisfying a prescribed H_∞ performance level. The sufficient conditions are proposed for the existence of linear H_∞ filter. Numerical examples are given to demonstrate the effectiveness and the benefits of the proposed methods. Copyright © 2009 John Wiley & Sons, Ltd.     

Exponential H∞ filter design for stochastic time‐varying delay systems with Markovian jumping parameters

In this paper, the exponential H_∞ filter design problem is investigated for a general class of stochastic time‐varying delay system with Markovian jumping parameters. The stochastic uncertainties appear in both the dynamic and the measurement equations and the state delay is assumed to be time‐varying. Attention is focused on the design of mean‐square exponentially stable and Markovian jump filter such that the filtering error systems are mean‐square exponentially stable and the estimation error satisfies a given H_∞ performance. By introducing some slack matrix variables, delay‐dependent sufficient conditions for the solvability of the above problem are presented in terms of linear matrix inequalities (LMIs). In addition, the decay rate can be a given positive value without any other constraints. When the proposed LMIs are feasible, an explicit expression of the desired H_∞ filter can be given. A numerical example is provided to illustrate the effectiveness of the proposed design approach. Copyright © 2009 John Wiley & Sons, Ltd.     

New delay‐dependent stability analysis and synthesis of T–S fuzzy systems with time‐varying delay

In this paper, a new method is proposed for stability analysis and synthesis of Takagi–Sugeno (T–S) fuzzy systems with time‐varying delay. Based on a new Lyapunov–Krasovskii functional (LKF), some less conservative delay‐dependent stability criteria are established. In the derivation process, some additional useful terms, ignored in previous methods, are considered and new free‐weighting matrices are introduced to estimate the upper bound of the derivative of LKF for T–S fuzzy systems with time‐varying delay. The proposed stability criterion and stabilization condition are represented in terms of linear matrix inequalities. Numerical examples are given to demonstrate the effectiveness and the benefits of the proposed method. Copyright © 2009 John Wiley & Sons, Ltd.     

A new delay‐dependent stability criterion for time‐delay systems

This paper is concerned with the problem of stability of time‐delay systems. A new type of augmented Lyapunov functional is proposed. By introducing some free‐weighting matrices and using the parameterized model transformation method, a new delay‐dependent stability condition is obtained in terms of a linear matrix inequality (LMI). Numerical examples are given to illustrate the effectiveness of the proposed methods. Copyright © 2009 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society     

Exponential stability of singularly perturbed systems with time delay and uncertainties

Recently, there are several studies on singularly perturbed systems with time delay and uncertainties. However, the existing results show only the limited results on either time delay or uncertainties. For time delay, small time delay or time delay only on the slow state are considered while, for uncertainties, the uncertain linear singularly perturbed system or the uncertain nonlinear singularly perturbed system with the conservative condition on uncertainties are considered. In this paper, the exponential stability of singularly perturbed systems with both time delay and uncertainties is investigated in the general form.     

Quadratic stability and stabilization of matrix second‐order time‐varying systems

This paper investigates the quadratic stability and stabilization of a class of matrix second‐order time‐varying systems. All the system matrices including the second‐order differential coefficient matrix are assumed to have the time‐varying norm‐bounded parameters. Necessary and sufficient conditions for the quadratic stability and stabilization of such time‐varying systems are derived. All the results are obtained in terms of linear matrix inequalities. Two illustrative examples are given to show that our results are effective and less conservative than the results obtained by other researchers. Copyright © 2011 John Wiley & Sons, Ltd.     

New absolute stability criteria for time‐delay Lur'e systems with sector‐bounded nonlinearity

This paper is concerned with the problem of absolute stability of time‐delay Lur'e systems with sector‐bounded nonlinearity. Several novel criteria are presented by using a Lur'e–Postnikov function. For a general Lur'e system with known time delay, the absolute stability of it is analyzed by solving a set of linear matrix inequalities (LMIs). The maximum upper bound of the allowable time delay for a general Lur'e system is derived by solving a convex optimization problem. The feasibility of the LMIs implies some frequency‐domain interpretations which are similar to the frequency‐domain inequalities in the circle criterion and the Popov criterion. Copyright © 2009 John Wiley & Sons, Ltd.     

An analysis of the exponential stability of linear stochastic neutral delay systems

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 h_max, 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.     

Input‐to‐state stability of min‐max MPC scheme for nonlinear time‐varying delay systems

This paper studies the robustness problem of the min–max model predictive control (MPC) scheme for constrained nonlinear time‐varying delay systems subject to bounded disturbances. The notion of the input‐to‐state stability (ISS) of nonlinear time‐delay systems is introduced. Then by using the Lyapunov–Krasovskii method, a delay‐dependent sufficient condition is derived to guarantee input‐to‐state practical stability (ISpS) of the closed‐loop system by way of nonlinear matrix inequalities (NLMI). In order to lessen the online computational demand, the non‐convex min‐max optimization problem is then converted to a minimization problem with linear matrix inequality (LMI) constraints and a suboptimal MPC algorithm is provided. Finally, an example of a truck‐trailer is used to illustrate the effectiveness of the proposed results. Copyright © 2010 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society     

Improved robust stability criteria for uncertain systems with time‐varying delay

This paper is concerned with the delay‐dependent stability and robust stability for uncertain systems with time‐varying delay. Through constructing an appropriate type of Lyapunov‐Krasovskii functional and proving its positive definiteness, using slack matrices and a convex combination condition, the delay‐dependent stability criteria, which are less conservative, are derived in terms of linear matrix inequalities. Numerical examples are also given to illustrate the improvement on the conservatism of the delay bound over some existing results. Copyright © 2011 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society     

On exponential stability conditions of linear neutral stochastic differential systems with time‐varying delay

We consider a class of neutral stochastic systems with time‐varying delay and study the exponential stability in the mean square sense. We derive sufficient stability conditions via applying Lyapunov functional method along with some practical techniques. Firstly, in computing the constructed Lyapunov functional, we make use of some basic rules of Itô calculus to reduce the conservatism produced by noise because it, in principle, plays a negative role for preserving stability in the mean square sense. Also, it is an important observation that, using some slack matrices, we can create convex conditions to accommodate the computation to time‐varying delay. In the sequel, we use a perturbation approach to estimate the decay rate of state and come to the conclusion of stability. Finally, we include an example to demonstrate the effectiveness of the method. Copyright © 2012 John Wiley & Sons, Ltd.     

Less conservative stability criteria for linear systems with interval time‐varying delays

The problem of the stability of a linear system with an interval time‐varying delay is investigated. A new Lyapunov–Krasovskii functional that fully uses information about the lower bound of the time‐varying delay is constructed to derive new stability criteria. It is proved that the proposed Lyapunov–Krasovskii functional can lead to less conservative results than some existing ones. Based on the proposed Lyapunov–Krasovskii functional, two stability conditions are developed using two different methods to estimate Lyapunov–Krasovskii functional's derivative. Two numerical examples are given to illustrate that the two stability conditions are complementary and yield a larger maximum upper bound of the time‐varying delay than some existing results. Copyright © 2013 John Wiley & Sons, Ltd.     

Mean square stability of linear stochastic neutral‐type time‐delay systems with multiple delays

This paper studies mean square exponential stability of linear stochastic neutral‐type time‐delay systems with multiple point delays by using an augmented Lyapunov‐Krasovskii functional (LKF) approach. To build a suitable augmented LKF, a method is proposed to find an augmented state vector whose elements are linearly independent. With the help of the linearly independent augmented state vector, the constructed LKF, and properties of the stochastic integral, sufficient delay‐dependent stability conditions expressed by linear matrix inequalities are established to guarantee the mean square exponential stability of the system. Differently from previous results where the difference operator associated with the system needs to satisfy a condition in terms of matrix norms, in the current paper, the difference operator only needs to satisfy a less restrictive condition in terms of matrix spectral radius. The effectiveness of the proposed approach is illustrated by two numerical examples.