时滞随机系统的稳定性分析 |
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引用本文:刘宝晶,赵立英.时滞随机系统的稳定性分析[J].计算技术与自动化,2010,(2):5-7 |
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中文摘要:针对一类时变时滞随机系统,研究其渐近稳定性问题。通过构造李亚普诺夫函数,引用适当的自由权矩阵,利用积分等式、积分不等式,给出系统渐进稳定的时滞相关的充分条件,其结果用线性矩阵不等式形式表示. 用数值算例说明方法的有效性。 |
中文关键词:随机系统 时滞 自由权矩阵 线性矩阵不等式 |
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Stability Analysis of Time-delay Stochastic Systems |
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Abstract:For a class of stochastic systems with time-varying delays,the problem of asymptotic stability of system is discussed. By establishing a new Lyapunov function and introducing appropriate free-weighting matrices, employing the integral inequality and equality, a sufficient delay-dependent condition is proposed for the asymptotic stability of such a system. The result is based on LMIs. Finally, an example is given to illustrate the effectiveness of the proposed method. |
keywords:stochastic system delay-dependent free-weighting matrices linear matrix inequalities |
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