A constructive way to design a switching rule and switching regions to mean square exponential stability of switched stochastic systems with non-differentiable and interval time-varying delay

Journal of inequalities and applications

Manlika Rajchakit¹ 

关键词: switching design;    mean square exponential stability;    switched stochastic systems;    scalar Wiener process;    Brownian motion;    interval delay;    Lyapunov function;    linear matrix inequalities;   

DOI  :  10.1186/1029-242X-2013-499

学科分类：数学（综合）

来源: SpringerOpen

【 摘 要 】

This paper addresses a mean square exponential stability problem for a class of switched stochastic systems with time-varying delay. The time delay is any continuous function belonging to a given interval, but not necessary differentiable. By constructing a suitable augmented Lyapunov-Krasovskii functional combined with Leibniz-Newton’s formula, new delay-dependent sufficient conditions for the mean square exponential stability of switched stochastic systems with time-varying delay are first established in terms of LMIs. Numerical example is given to show the effectiveness of the obtained result. MSC:15A09, 52A10, 74M05, 93D05.

【 授权许可】

CC BY