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		Lirong HUANG,Xuerong MAO,Feiqi DENG.[en_title][J].Control Theory and Technology,2009,7(4):367~372.[Copy]

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LirongHUANG,XuerongMAO,FeiqiDENG
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Received:January 23, 2009Revised:May 21, 2009

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Delay-dependent robust stability of stochastic delay systems with Markovian switching

Lirong HUANG, Xuerong MAO, Feiqi DENG

(Department of Mathematics and Statistics, University of Strathclyde, Glasgow G1 1XH, UK; College of Automation Science and Engineering, South China University of Technology, Guangzhou Guangdong 510641, China)

Abstract:

In recent years, the stability of hybrid stochastic delay systems, one of the important issues in the study of stochastic systems, has received considerable attention. However, the existing results do not deal with the structure of the diffusion but estimate its upper bound, which induces conservatism. This paper studies delay-dependent robust stability of hybrid stochastic delay systems. A delay-dependent criterion for robust exponential stability of hybrid stochastic delay systems is presented in terms of linear matrix inequalities (LMIs), which exploits the structure of the diffusion. Numerical examples are given to verify the effectiveness and less conservativeness of the proposed method.

Key words: Stochastic systems Time delay Markovian switching Delay-dependent stability