Delay-dependent stability of stochastic systems with time-varying delays
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摘要: 將自由權矩陣思想推廣到一類時滯隨機系統中,研究了其時滯相關穩定性問題.通過構造新的Lyapunov函數,引入適當的自由權矩陣,推導出系統漸近穩定的時滯相關的充分條件.所得結果完全基于線性矩陣不等式的形式給出,不需要對原系統模型進行變換.數值算例說明了方法的可行性.Abstract: The idea of free-weighting matrices was extended to a class of stochastic systems with time-varying delays, and the delay-dependent stability of the stochastic systems was studied. By establishing a new Lyapunov function and introducing appropriate free-weighting matrices, a sufficient delay-dependent condition was proposed for the asymptotic stability of such a system. The result was in the form of linear matrix inequalities completely and model transformation was unnecessary. Two examples were given to illustrate the effectiveness of the proposed method.
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