Open AccessNew criteria for mean square exponential stability of stochastic systems with variable and distributed delays
Author(s) -
Yang Xuetao,
Zhu Quanxin
Publication year - 2019
Publication title -
iet control theory and applications
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.059
H-Index - 108
eISSN - 1751-8652
pISSN - 1751-8644
DOI - 10.1049/iet-cta.2018.5078
Subject(s) - control theory (sociology) , mean square , variable (mathematics) , stability (learning theory) , exponential stability , mathematics , exponential function , square (algebra) , computer science , control (management) , mathematical analysis , artificial intelligence , physics , geometry , nonlinear system , quantum mechanics , machine learning
In this study, the authors are interested in the mean square exponential stability of stochastic systems with variable and distributed delays. Different from the traditional methods, based on the well‐known Perron–Frobenius theorem and Itô formula, a proof by contradiction to explore some new criteria for the mean square exponential stability of stochastic delay systems is introduced. In particular, the proposed novel stability criteria reduce the traditional restrictions imposed on variable delays and also provide an optimal upper bound for delays. Two examples are given as applications to verify the effectiveness of the obtained results.