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Robust exponential stability conditions for retarded systems with Lipschitz nonlinear stochastic perturbations
Author(s) -
Chen Yun,
Xue Anke,
Zheng Wei Xing,
Zhou Shaosheng
Publication year - 2010
Publication title -
international journal of robust and nonlinear control
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.361
H-Index - 106
eISSN - 1099-1239
pISSN - 1049-8923
DOI - 10.1002/rnc.1568
Subject(s) - lipschitz continuity , mathematics , weighting , nonlinear system , exponential stability , control theory (sociology) , stability (learning theory) , mathematical analysis , computer science , control (management) , medicine , physics , quantum mechanics , artificial intelligence , machine learning , radiology
This paper investigates robust mean‐square exponential stability of a class of uncertain stochastic state‐delayed systems with Lipschitz nonlinear stochastic perturbation. Based on Lyapunov–Krasovskii functional (LKF) method and free‐weighting matrix technique, some new delay‐dependent stability conditions are established in terms of linear matrix inequalities (LMIs). In order to reduce the conservatism, (1) the delay is divided into several segments, i.e. the delay decomposition method is applied; (2) cross terms estimation is avoided; (3) some information of the cross terms relationships which has not been involved in Reference ( IET Control Theory Appl. 2008; 2(11):966–973) is considered. Moreover, from the mathematical point of view, the results obtained by free‐weighting matrix technique can be equivalently re‐formulated by simpler ones without involving any additional free matrix variables. The effectiveness of the method is demonstrated by numerical examples. Copyright © 2010 John Wiley & Sons, Ltd.