SHU Huisheng, ZHAO Guoliang. Robust Exponential Stability for Uncertain Stochastic Linear Systems with Markovian switching and Time Delay[J]. Chinese Journal of Applied Probability and Statistics, 2006, 22(2): 184-194.
Citation: SHU Huisheng, ZHAO Guoliang. Robust Exponential Stability for Uncertain Stochastic Linear Systems with Markovian switching and Time Delay[J]. Chinese Journal of Applied Probability and Statistics, 2006, 22(2): 184-194.

Robust Exponential Stability for Uncertain Stochastic Linear Systems with Markovian switching and Time Delay

  • In this paper, we investigate the robust stochastic stability for a class of continuous time-varying delay uncertain systems with Markovian switching. The Markovian switching considered here forms a continuous-time discrete-time homogeneous Markov process. In terms of stochastic Lyapunov function method and linear matrix inequality, sufficient criterion for testing the robust stochastic stability of systems are proposed respectively. Finally, a numerical example is given to illustrate the effectiveness of the proposed method.
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