Volume 8 Number 2 (Feb. 2013)
Home > Archive > 2013 > Volume 8 Number 2 (Feb. 2013) >
JCP 2013 Vol.8(2): 493-500 ISSN: 1796-203X
doi: 10.4304/jcp.8.2.493-500

Exponential Stability of Nonlinear Stochastic Systems with Time-delay

Wei Qian1, Shaohua Wang1, and Juan Liu2
1 School of Electrical Engineering and Automation, Henan Polytechnic University, Jiaozuo, China
2 Department of Mathematics and Information Science, Henan Polytechnic University, Jiaozuo, China


Abstract—This note studies the exponential stability of nonlinear stochastic systems with time delay. Firstly, a more general Lyapunov-Krasovskii functional is constructed, and based on Ito calculus rules for stochastic systems, a novel delay-dependent sufficient condition for exponential stability in mean square is derived in terms of linear matrix inequalities, and it is proved in theory that the obtained stability condition is less conservative. Then, the proposed method is extended to nonlinear time-delay systems and retarded time-delay systems and the corresponding stability criteria are obtained. Finally, numerical examples are given to illustrate that the obtained results in this paper are less conservative than some existing ones.

Index Terms—Stochastic systems, time delay, nonlinear uncertainties, exponential stability, linear matrix inequality (LMI)

[PDF]

Cite: Wei Qian, Shaohua Wang, and Juan Liu, " Exponential Stability of Nonlinear Stochastic Systems with Time-delay," Journal of Computers vol. 8, no. 2, pp. 493-500, 2013.

General Information

ISSN: 1796-203X
Abbreviated Title: J.Comput.
Frequency: Bimonthly
Editor-in-Chief: Prof. Liansheng Tan
Executive Editor: Ms. Nina Lee
Abstracting/ Indexing: DBLP, EBSCO,  ProQuest, INSPEC, ULRICH's Periodicals Directory, WorldCat,etc
E-mail: jcp@iap.org
  • Nov 14, 2019 News!

    Vol 14, No 11 has been published with online version   [Click]

  • Mar 20, 2020 News!

    Vol 15, No 2 has been published with online version   [Click]

  • Dec 16, 2019 News!

    Vol 14, No 12 has been published with online version   [Click]

  • Sep 16, 2019 News!

    Vol 14, No 9 has been published with online version   [Click]

  • Aug 16, 2019 News!

    Vol 14, No 8 has been published with online version   [Click]

  • Read more>>