New results on delay-dependent stability analysis and stabilization for stochastic time-delay systems

Title
New results on delay-dependent stability analysis and stabilization for stochastic time-delay systems
Author(s)
박주현B. Song[B. Song]Z. Wu[Z. Wu]X. Li[X. Li]
Keywords
H-INFINITY CONTROL; EXPONENTIAL STABILITY; JUMPING SYSTEMS; NEUTRAL SYSTEMS; VARYING DELAY; CRITERIA; NONLINEARITIES; DESIGN
Issue Date
201411
Publisher
WILEY-BLACKWELL
Citation
INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, v.24, no.16, pp.2546 - 2559
Abstract
This paper investigates the problems of stability analysis and stabilization for stochastic time-delay systems. Firstly, this paper uses the martingale theory to investigate expectations of stochastic cross terms containing the Ito integral. On the basis of this, an improved delay-dependent stability criterion is derived for stochastic delay systems. In the derivation process, the mathematical development avoids bounding stochastic cross terms, and neither model transformation method nor free-weighting-matrix method is used. Thus, the method leads to a simple criterion and shows less conservatism. Secondly, on the basis of this stability result, this paper further proposes a state-feedback controller that exponentially stabilizes the stochastic delay system by a strict LMI. Therefore, unlike previous results, it is not necessary to transform the nonlinear matrix inequalities into LMIs by the cone complementarity linearization method or parameter-tuning method, which always yield a suboptimal solution. Finally, examples are provided to demonstrate the reduced conservatism of the proposed conditions.Copyright (c) 2013 John Wiley & Sons, Ltd.
URI
http://hdl.handle.net/YU.REPOSITORY/30464http://dx.doi.org/10.1002/rnc.3008
ISSN
1049-8923
Appears in Collections:
공과대학 > 전기공학과 > Articles
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