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时滞非线性随机大系统的指数稳定性
引用本文:沈 轶,张玉民,廖晓昕. 时滞非线性随机大系统的指数稳定性[J]. 控制理论与应用, 2002, 19(4): 571-574
作者姓名:沈 轶  张玉民  廖晓昕
作者单位:华中科技大学控制科学与工程系,武汉,430074
基金项目:国家自然科学基金(60074008)资助项目.
摘    要: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.

关 键 词:时滞   随机大系统   指数稳定性
文章编号:1000-8152(2002)04-04-0571
收稿时间:1999-01-19
修稿时间:2002-04-01

Exponential stability of nonlinear stochastic large-scale systems with delays
SHEN Yi,ZHANG Yi-min and LIAO Xiao-xin. Exponential stability of nonlinear stochastic large-scale systems with delays[J]. Control Theory & Applications, 2002, 19(4): 571-574
Authors:SHEN Yi  ZHANG Yi-min  LIAO Xiao-xin
Affiliation:Department of Control Sicence and Engineering, Huzhong University of Sicence and Technology, Wuhan 430074,China;Department of Control Sicence and Engineering, Huzhong University of Sicence and Technology, Wuhan 430074,China;Department of Control Sicence and Engineering, Huzhong University of Sicence and Technology, Wuhan 430074,China
Abstract:We establish a new criteria of p-order moment exponential stability and the almost sure exponential stability for stochastic functional differential equation. Applying the derived criteria to nonlinear stochastic large-systems with variable multi-delay, we get the algebraic criteria of the delay-independent mean square exponential stability and the almost sure exponential stability for this type of stochastic large-scale systems.
Keywords:delay   stochastic large-scale system   exponential stability
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