Robust stability of stochastic Markovian switching delay systems

Authors:
Yun Chen;Liang Chen;Anke Xue;Xiaodong Zhao
Affiliations:
Institute of Operational Research and Cybernetics, Hangzhou Dianzi University, Hangzhou and Institute of Information and Control, Hangzhou Dianzi University, Hangzhou;Zhejiang SUPCON Technology Co., Ltd., Hangzhou;Institute of Information and Control, Hangzhou Dianzi University, Hangzhou;Institute of Information and Control, Hangzhou Dianzi University, Hangzhou
Venue:
CCDC'09 Proceedings of the 21st annual international conference on Chinese control and decision conference
Year:
2009

Citing 3
Cited 0

Robust filtering for jumping systems with mode-dependent delays

Signal Processing
Delay-dependent stability and stabilizability of uncertain jump bilinear stochastic systems with mode-dependent time-delays

International Journal of Systems Science
Stability of Kalman filtering with Markovian packet losses

Automatica (Journal of IFAC)

Quantified Score

Hi-index	0.01

Visualization

Abstract

This paper investigates robust asymptotic mean-square stability for uncertain stochastic delay systems with Markovian switching. Two types of parametric uncertainties are considered, i.e. Lipschitz nonlinear uncertainties and norm-bounded uncertainties. Based on introducing an auxiliary vector, an integral inequality in stochastic context is obtained. By this stochastic integral inequality, delay-dependent stochastic stability conditions for uncertain stochastic Markovian delay systems are developed. The results are derived by employing Lyapunov-Krasovskii method and presented in terms of linear matrix inequalities (LMIs). A numerical example and computational complexity analysis are provided to show the advantage of the method.