TY - JOUR
T1 - Delay-dependent exponential stability of uncertain stochastic systems with multiple delays : an LMI approach
AU - Chen, Wu-Hua
AU - Guan, Zhi-Hong
AU - Lu, Xiaomei
PY - 2005
Y1 - 2005
N2 - In this paper, the problem of exponential stability in mean square for stochastic systems with multiple delays is investigated. A delay-dependent sufficient condition is derived in terms of linear matrix inequalities (LMIs) by using a descriptor model transformation of the system and by applying Moon's inequality for bounding cross terms. The criteria obtained in this paper can be tested numerically very efficiently using interior point algorithms. An example shows that the proposed methods are less conservative than the other methods.
AB - In this paper, the problem of exponential stability in mean square for stochastic systems with multiple delays is investigated. A delay-dependent sufficient condition is derived in terms of linear matrix inequalities (LMIs) by using a descriptor model transformation of the system and by applying Moon's inequality for bounding cross terms. The criteria obtained in this paper can be tested numerically very efficiently using interior point algorithms. An example shows that the proposed methods are less conservative than the other methods.
UR - http://handle.uws.edu.au:8081/1959.7/538688
U2 - 10.1016/j.sysconle.2004.10.005
DO - 10.1016/j.sysconle.2004.10.005
M3 - Article
SN - 0167-6911
VL - 54
SP - 547
EP - 555
JO - Systems and Control Letters
JF - Systems and Control Letters
IS - 6
ER -