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Delay-Dependent Exponential Stability of Neutral Stochastic Delay Systems

open access: yesIEEE Transactions on Automatic Control, 2009
This paper studies stability of neutral stochastic delay systems by linear matrix inequality (LMI) approach. Delay dependent criterion for exponential stability is presented and numerical examples are conducted to verify the effectiveness of the proposed
Lirong Huang, Xuerong Mao
exaly   +2 more sources

Stability and stabilization of homogeneous stochastic systems

52nd IEEE Conference on Decision and Control, 2013
This study considers homogeneous stochastic systems and shows their stability and stabilization. We define a homogeneous stochastic system as an extension of a homogeneous deterministic system. We show that homogeneous systems can exhibit exponential stability or finite-time stability according to the degree of homogeneity.
Kenta Hoshino   +3 more
openaire   +1 more source

Stability of adaptively stabilized stochastic systems

IEEE Transactions on Automatic Control, 2001
Let \[ A(z)y_ k=C(z)w_ k,\quad y_ k=w_ k=0\quad\text{for}\;k\leq0, \] be a one-dimensional ARMA process, where \(A(z)=1+a_ 1z+\cdots+a_ pz^ p\) and \(C(z)=1+c_ 1z+\cdots+c_ rz^ r\) are coprime polynomials in backward shift operator \(z\) (\(zy_ k=y_ {k-1}\)), \(\{w_ k\}\) is a sequence of independent random variables with zero mean, \(\sup_ k E| w_ k| ^
Han-Fu Chen, Xian-Bing Cao, Haitao Fang
openaire   +2 more sources

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