STABILITY OF STOCHASTIC-SYSTEMS WITH UNCERTAIN TIME DELAYS

被引：83
|
作者：
VERRIEST, EI
FLORCHINGER, P
机构：
[1] UNIV METZ,DEPT MATH,F-57045 METZ,FRANCE
[2] GEORGIA INST TECHNOL,SCH ELECT & COMP ENGN,ATLANTA,GA 30332
来源：
SYSTEMS & CONTROL LETTERS | 1995年 / 24卷 / 01期
关键词：
DIFFERENTIAL DELAY SYSTEM; STOCHASTICS; STOCHASTIC STABILITY; INVARIANT DISTRIBUTION;
D O I：
10.1016/0167-6911(94)00030-Y
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
For linear delay systems with bilinear noise sufficient conditions are given for the global asymptotic stochastic stability independent of the length of the delay(s). For linear stochastic noise terms, sufficient conditions for the existence of an invariant distribution, for all values of the delay are given. It is shown that the gaussian distribution is the unique invariant distribution. The covariance and correlation matrix function of the resulting stationary process are completely characterized by a Lyapunov-type equation. All these sufficient conditions are obtained in the form of the existence of some positive definite matrices satisfying certain Riccati-type equations.
引用
收藏
页码：41 / 47
页数：7
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