时滞线性随机系统的均方稳定性与反馈镇定*

Mean-Square Stability and Feedback Stabilization of Linear delay Stochastic Systems

中文关键词  时滞  线性随机系统  均方稳定性  反馈镇定  Lyapunov泛函

英文关键词  delay  linear stochastic system  mean-square stability  feedback stabilization  Lyapunov functional

中文摘要

      本文研究It?型随机滞后系统的均方稳定性与反馈镇定．文中首先建立了It?型随机滞后系统的新型稳定性定理，然后采用适当的Lyapunov泛函得到了时滞线性随机系统零解均方渐近稳定的一个充分性判据，该判据适用于完全滞后型的随机系统，据此判据，文中给出了时滞线性随机系统的滞后反馈镇定方法．

英文摘要

      In this paper，mean-square stability and feedback stabilization of delay stochastic systems of It? type are investigated. A new type stability theorem for delay stochastic systems of It? type is established，then a sufficient criterion for mean-square asymptotic stability of zero solutions of linear delay stochastic systems is obtained by applying suitable Lyapunov functionals，which is applicable for completely retarded stochastic systems. A method of stabilization by retarded feedback for linear delay stochastic systems is proposed based on this criterion.