Mean-square exponential stability analysis for stochastic systems of neutral-type

Junhong Wang; Yun Chen; Wei Xing Zheng

Mean-square exponential stability analysis for stochastic systems of neutral-type

Junhong Wang, Yun Chen, Wei Xing Zheng

Research output: Chapter in Book / Conference Paper › Conference Paper

Abstract

![CDATA[This paper addresses the problem of mean-square exponential stability of stochastic neutral systems with nonlinear stochastic perturbations. By introducing an auxiliary vector, it is shown that the deterministic Lyapunov-Krasovskii functionals can be extended to stochastic time-delay systems. Then new delay-dependent criteria are established in this paper in terms of linear matrix inequalities (LMIs). The effectiveness of the method is demonstrated by numerical examples.]]

Original language	English
Title of host publication	WCICA 2010 : Eighth World Congress on Intelligent Control and Automation, July 7-9, 2010 Jinan, China : Conference Proceedings
Publisher	IEEE Press
Pages	3542-3547
Number of pages	6
Publication status	Published - 2010
Event	World Congress on Intelligent Control and Automation - Duration: 6 Jul 2012 → …

Conference

Conference	World Congress on Intelligent Control and Automation
Period	6/07/12 → …

Keywords

stability
stochastic systems

Cite this

@inproceedings{62696e83f54f4f97980e487bf54e7d88,

title = "Mean-square exponential stability analysis for stochastic systems of neutral-type",

abstract = "![CDATA[This paper addresses the problem of mean-square exponential stability of stochastic neutral systems with nonlinear stochastic perturbations. By introducing an auxiliary vector, it is shown that the deterministic Lyapunov-Krasovskii functionals can be extended to stochastic time-delay systems. Then new delay-dependent criteria are established in this paper in terms of linear matrix inequalities (LMIs). The effectiveness of the method is demonstrated by numerical examples.]]",

keywords = "stability, stochastic systems",

author = "Junhong Wang and Yun Chen and Zheng, {Wei Xing}",

year = "2010",

language = "English",

pages = "3542--3547",

booktitle = "WCICA 2010 : Eighth World Congress on Intelligent Control and Automation, July 7-9, 2010 Jinan, China : Conference Proceedings",

publisher = "IEEE Press",

note = "World Congress on Intelligent Control and Automation ; Conference date: 06-07-2012",

}

TY - GEN

T1 - Mean-square exponential stability analysis for stochastic systems of neutral-type

AU - Wang, Junhong

AU - Chen, Yun

AU - Zheng, Wei Xing

PY - 2010

Y1 - 2010

N2 - ![CDATA[This paper addresses the problem of mean-square exponential stability of stochastic neutral systems with nonlinear stochastic perturbations. By introducing an auxiliary vector, it is shown that the deterministic Lyapunov-Krasovskii functionals can be extended to stochastic time-delay systems. Then new delay-dependent criteria are established in this paper in terms of linear matrix inequalities (LMIs). The effectiveness of the method is demonstrated by numerical examples.]]

AB - ![CDATA[This paper addresses the problem of mean-square exponential stability of stochastic neutral systems with nonlinear stochastic perturbations. By introducing an auxiliary vector, it is shown that the deterministic Lyapunov-Krasovskii functionals can be extended to stochastic time-delay systems. Then new delay-dependent criteria are established in this paper in terms of linear matrix inequalities (LMIs). The effectiveness of the method is demonstrated by numerical examples.]]

KW - stability

KW - stochastic systems

UR - http://handle.uws.edu.au:8081/1959.7/504646

M3 - Conference Paper

SP - 3542

EP - 3547

BT - WCICA 2010 : Eighth World Congress on Intelligent Control and Automation, July 7-9, 2010 Jinan, China : Conference Proceedings

PB - IEEE Press

T2 - World Congress on Intelligent Control and Automation

Y2 - 6 July 2012

ER -

Mean-square exponential stability analysis for stochastic systems of neutral-type

Abstract

Conference

Keywords

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