New delay-dependent stability criteria for uncertain stochastic systems with time-varying delays

Oh Min Kwon; Ju Hyun Park; Sang Moon Lee

New delay-dependent stability criteria for uncertain stochastic systems with time-varying delays

Oh Min Kwon, Ju Hyun Park, Sang Moon Lee

School of Electronics Engineering

Research output: Contribution to journal › Article › peer-review

Abstract

In this paper, the problem of delay-dependent stability of uncertain stochastic systems with time-varying delay is considered. The uncertainties are assumed to be norm-bounded. Based on the Lyapunov stability theory, new delay-dependent stability criteria for the system are derived in terms of LMKlinear matrix inequality). Two numerical examples are given to show the effectiveness of proposed method.

Original language	English
Pages (from-to)	2261-2265
Number of pages	5
Journal	Transactions of the Korean Institute of Electrical Engineers
Volume	58
Issue number	11
State	Published - Nov 2009

Keywords

Linear matrix inequalities
Lyapunov method
Stochastic systems
Time-varying delays

Cite this

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title = "New delay-dependent stability criteria for uncertain stochastic systems with time-varying delays",

abstract = "In this paper, the problem of delay-dependent stability of uncertain stochastic systems with time-varying delay is considered. The uncertainties are assumed to be norm-bounded. Based on the Lyapunov stability theory, new delay-dependent stability criteria for the system are derived in terms of LMKlinear matrix inequality). Two numerical examples are given to show the effectiveness of proposed method.",

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AU - Park, Ju Hyun

AU - Lee, Sang Moon

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N2 - In this paper, the problem of delay-dependent stability of uncertain stochastic systems with time-varying delay is considered. The uncertainties are assumed to be norm-bounded. Based on the Lyapunov stability theory, new delay-dependent stability criteria for the system are derived in terms of LMKlinear matrix inequality). Two numerical examples are given to show the effectiveness of proposed method.

AB - In this paper, the problem of delay-dependent stability of uncertain stochastic systems with time-varying delay is considered. The uncertainties are assumed to be norm-bounded. Based on the Lyapunov stability theory, new delay-dependent stability criteria for the system are derived in terms of LMKlinear matrix inequality). Two numerical examples are given to show the effectiveness of proposed method.

KW - Linear matrix inequalities

KW - Lyapunov method

KW - Stochastic systems

KW - Time-varying delays

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New delay-dependent stability criteria for uncertain stochastic systems with time-varying delays

Abstract

Keywords

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