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不确定变时滞随机系统的鲁棒均方指数稳定性
引用本文:华民刚,邓飞其,彭云建. 不确定变时滞随机系统的鲁棒均方指数稳定性[J]. 控制理论与应用, 2009, 26(5): 558-561
作者姓名:华民刚  邓飞其  彭云建
作者单位:华南理工大学,自动化科学与工程学院,广东,广州,510640;华南理工大学,自动化科学与工程学院,广东,广州,510640;华南理工大学,自动化科学与工程学院,广东,广州,510640
基金项目:国家自然科学基金资助项目(60874114); 广东省自然科学基金资助项目(011629).
摘    要: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.

关 键 词:随机系统  均方指数稳定性  线性矩阵不等式(LMI)
收稿时间:2008-03-05
修稿时间:2008-11-14

Robust mean square exponential stability of uncertain stochastic systems with time-varying delay
HUA Min-gang,DENG Fei-qi and PENG Yun-jian. Robust mean square exponential stability of uncertain stochastic systems with time-varying delay[J]. Control Theory & Applications, 2009, 26(5): 558-561
Authors:HUA Min-gang  DENG Fei-qi  PENG Yun-jian
Affiliation:College of Automation Science and Technology, South China University of Technology, Guangzhou Guangdong 510640, China;College of Automation Science and Technology, South China University of Technology, Guangzhou Guangdong 510640, China;College of Automation Science and Technology, South China University of Technology, Guangzhou Guangdong 510640, China
Abstract:The problem of robust mean square exponential stability for uncertain stochastic systems with time-varying delay is discussed. The uncertainty is assumed to be of norm-bounded form. The robust mean square exponential stability condition is then derived on the basis of linear matrix inequalities by constructing Lyapunov-Krasovskii functional. Finally, a numerical example is given to illustrate the effectiveness of the proposed method.
Keywords:stochastic systems   mean square exponential stability   linear matrix inequality(LMI)
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