Exponential Stability of Uncertain Stochastic Systems with Time-varying Delays

Fen Wang, Geng Ji
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Abstract

This paper is concerned with the exponential stability of stochastic systems with time-varying delays. Using Ito differential formula and Lyapunov functions, we establish some criteria for exponential stability of uncertain stochastic systems with time-varying delays. The delay-independent sufficient condition is derived in terms of linear matrix inequality (LMI).
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时变时滞不确定随机系统的指数稳定性
研究了具有时变时滞的随机系统的指数稳定性问题。利用Ito微分公式和Lyapunov函数,建立了具有时变时滞的不确定随机系统的指数稳定性判据。用线性矩阵不等式(LMI)的形式导出了时滞无关的充分条件。
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