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		Leipo LIU,Zhengzhi HAN,Xiushan CAI,Jun HUANG.[en_title][J].Control Theory and Technology,2012,10(1):077~081.[Copy]

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LeipoLIU,ZhengzhiHAN,XiushanCAI,JunHUANG
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(College of Electric and Information Engineering, Henan University of Science and Technology; School of Electric and Information Engineering, Shanghai Jiao Tong University;College of Mathematics, Physics and Information Engineering, Zhejiang Normal University)

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Received:April 03, 2010Revised:August 04, 2010

基金项目:This work was supported by the National Natural Science Foundation of China (Nos. 60774011, 61074011, 61074003).

Robust stabilization of stochastic differential inclusion systems with time delay

Leipo LIU,Zhengzhi HAN,Xiushan CAI,Jun HUANG

(College of Electric and Information Engineering, Henan University of Science and Technology; School of Electric and Information Engineering, Shanghai Jiao Tong University;College of Mathematics, Physics and Information Engineering, Zhejiang Normal University)

Abstract:

This paper is concerned with robust stabilization of stochastic differential inclusion systems with time delay. A nonlinear feedback law is established by using convex hull quadratic Lyapunov function such that the closed-loop system is exponentially stable in mean square. Sufficient conditions for the existence of the feedback are obtained via linear matrix inequalities (LMIs). An example is given to illustrate the effectiveness of the proposed method.

Key words: Robust stabilization Stochastic differential inclusions Time delay Convex hull Lyapunov functions Linear matrix inequalities