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

School of Computer, Data & Mathematical Sciences

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

1 Citation (Scopus)

Abstract

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 = "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",

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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 - 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 - 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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