Robust Stability of a Class of Uncertain Discrete-Time Stochastic Systems

被引：0
|
作者：
Yang, Fengwei [1 ]
Dong, Yali [1 ]
Wang, Yangang [2 ]
机构：
[1] Tianjin Polytech Univ, Sch Sci, Tianjin 300387, Peoples R China
[2] Tianjin Polytech Univ, Informat Technol Ctr, Tianjin 300387, Peoples R China
来源：
PROCEEDINGS OF 2013 CHINESE INTELLIGENT AUTOMATION CONFERENCE: INTELLIGENT AUTOMATION | 2013年 / 254卷
关键词：
Discrete-time stochastic system; Robust stochastic stability; Linear matrix inequalities; NONLINEAR-SYSTEMS; LMI APPROACH; STABILIZATION;
D O I：
10.1007/978-3-642-38524-7_54
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
The problem of robust stochastic stability of a class of uncertain discrete- time stochastic systems is considered. The linear rate vector of a discretetime system is perturbed by a nonlinear function that satisfies a quadratic constraint. In the concerned model, stochastic disturbance is described by a Brownian motion. By using a Lyapunov-Krasovskii functional, the sufficient condition in terms of linear matrix inequalities (LMIs) is presented, which guarantees the robust stochastic stability of the stochastic system. Finally, a numerical example is provided to demonstrate the effectiveness of the result obtained.
引用
收藏
页码：495 / 501
页数：7
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