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Exponential stability of switched stochastic delay systems with non-linear uncertainties |
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| Authors: | Jun Liu Wei-Chau Xie |
| Affiliation: | 1. Department of Applied Mathematics , University of Waterloo , Waterloo, Canada;2. Department of Civil and Environmental Engineering , University of Waterloo , 200 University Avenue West, Ontario N2L 3G1, Canada |
| Abstract: | This article considers the robust exponential stability of uncertain switched stochastic systems with time-delay. Both almost sure (sample) stability and stability in mean square are investigated. Based on Lyapunov functional methods and linear matrix inequality techniques, new criteria for exponential robust stability of switched stochastic delay systems with non-linear uncertainties are derived in terms of linear matrix inequalities and average dwell-time conditions. Numerical examples are also given to illustrate the results. |
| Keywords: | switched systems stochastic systems time-delay system non-linear uncertainties exponential stability linear matrix inequality average dwell-time |