Stability analysis for neutral stochastic systems with mixed delays

Huabin Chen; Peng Hu

Kybernetika (2013)

  • Volume: 49, Issue: 5, page 780-791
  • ISSN: 0023-5954

Abstract

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This paper is concerned with the problem of the exponential stability in mean square moment for neutral stochastic systems with mixed delays, which are composed of the retarded one and the neutral one, respectively. Based on an integral inequality, a delay-dependent stability criterion for such systems is obtained in terms of linear matrix inequality (LMI) to ensure a large upper bounds of the neutral delay and the retarded delay by dividing the neutral delay interval into multiple segments. A new Lyapunov-Krasovskii functional is constructed with different weighting matrices corresponding to different segments. And the developed method can well reduce the conservatism compared with the existing results. Finally, an illustrative numerical example is given to show the effectiveness of our proposed method.

How to cite

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Chen, Huabin, and Hu, Peng. "Stability analysis for neutral stochastic systems with mixed delays." Kybernetika 49.5 (2013): 780-791. <http://eudml.org/doc/260581>.

@article{Chen2013,
abstract = {This paper is concerned with the problem of the exponential stability in mean square moment for neutral stochastic systems with mixed delays, which are composed of the retarded one and the neutral one, respectively. Based on an integral inequality, a delay-dependent stability criterion for such systems is obtained in terms of linear matrix inequality (LMI) to ensure a large upper bounds of the neutral delay and the retarded delay by dividing the neutral delay interval into multiple segments. A new Lyapunov-Krasovskii functional is constructed with different weighting matrices corresponding to different segments. And the developed method can well reduce the conservatism compared with the existing results. Finally, an illustrative numerical example is given to show the effectiveness of our proposed method.},
author = {Chen, Huabin, Hu, Peng},
journal = {Kybernetika},
keywords = {neutral stochastic time-delay systems; delay decomposition approach; exponential stability; linear matrix inequality (LMI); neutral stochastic time-delay systems; delay decomposition approach; exponential stability; linear matrix inequality (LMI)},
language = {eng},
number = {5},
pages = {780-791},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Stability analysis for neutral stochastic systems with mixed delays},
url = {http://eudml.org/doc/260581},
volume = {49},
year = {2013},
}

TY - JOUR
AU - Chen, Huabin
AU - Hu, Peng
TI - Stability analysis for neutral stochastic systems with mixed delays
JO - Kybernetika
PY - 2013
PB - Institute of Information Theory and Automation AS CR
VL - 49
IS - 5
SP - 780
EP - 791
AB - This paper is concerned with the problem of the exponential stability in mean square moment for neutral stochastic systems with mixed delays, which are composed of the retarded one and the neutral one, respectively. Based on an integral inequality, a delay-dependent stability criterion for such systems is obtained in terms of linear matrix inequality (LMI) to ensure a large upper bounds of the neutral delay and the retarded delay by dividing the neutral delay interval into multiple segments. A new Lyapunov-Krasovskii functional is constructed with different weighting matrices corresponding to different segments. And the developed method can well reduce the conservatism compared with the existing results. Finally, an illustrative numerical example is given to show the effectiveness of our proposed method.
LA - eng
KW - neutral stochastic time-delay systems; delay decomposition approach; exponential stability; linear matrix inequality (LMI); neutral stochastic time-delay systems; delay decomposition approach; exponential stability; linear matrix inequality (LMI)
UR - http://eudml.org/doc/260581
ER -

References

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