Improved Stability Criteria for Uncertain Stochastic Systems with Time-Delay

作     者：QIAN Wei~,LIU Juan~2,FEI Shumin~3 1.School of Electrical Engineering and Automation,Henan Polytechnic University,Jiaozuo 454000,P.R.China 2.Department of Mathematics and Information Science,Henan Polytechnic University,Jiaozuo 454000,P.R.China 3.School of Automation,Southeast University,Nanjing 210096,P.R.China 

会议名称：《第三十届中国控制会议》

会议日期：2011年

学科分类：02[经济学] 07[理学] 08[工学] 070103[理学-概率论与数理统计] 071102[理学-系统分析与集成] 0711[理学-系统科学] 0202[经济学-应用经济学] 020208[经济学-统计学] 0714[理学-统计学（可授理学、经济学学位）] 081101[工学-控制理论与控制工程] 0811[工学-控制科学与工程] 0701[理学-数学] 081103[工学-系统工程] 

基　　金：supported by the National Natural Science Foundation of China under Grant 50708094 the Doctoral Foundation Project of Henan Polytechnic University under Grant B2010-50 the Natural Science Project of Henan Province Office of Education under Grant 2008B510008 Henan Provincial Open Laboratory for Control Engineering Key Disciplines under Grant KG2009-07 

关 键 词：Stochastic systems Time delay Nonlinear uncertainty Robust stability Linear matrix inequality(LMI) 

摘      要：正This paper is concerned with the asymptotical stability in mean square for uncertain stochastic time-delay system. Firstly,a new variable is defined,by which some slack matrices are introduced to reduce the conservatism of the ***, a proper Lyapunov-Krasovskii functional is constructed and its infinitesimal operator is calculated by Ito calculus rules and the statistic properties of the Brownian motion,and as a result the delay-dependent stability criteria are obtained via an LMI ***,numerical examples are given to illustrate the significant improvement on the conservativeness of the delay bound over some existing results.