{"title":"Finite-time stability in probability of stochastic delay systems via generalized Halanay inequality","authors":"Han Yu , Song Zhu , Shiping Wen , Chaoxu Mu","doi":"10.1016/j.sysconle.2024.105969","DOIUrl":null,"url":null,"abstract":"<div><div>This paper presents novel advancements in the analysis and control of stochastic systems with time-varying delays, focusing on the concept of finite-time stability. Firstly, a new kind of generalized Halanay inequality is established. With this crucial approach, two essential stochastic Lyapunov theorems on the finite-time stability in probability of stochastic delay systems with bounded time delays and unbounded time delays, respectively, are derived. In addition, upper bound estimate for the stochastic settling time is given. Furthermore, a type of nonlinear stochastic delay systems is investigated and a delay-independent controller is proposed to achieve finite-time stability in probability. The effectiveness of the results is demonstrated through two illustrative examples.</div></div>","PeriodicalId":49450,"journal":{"name":"Systems & Control Letters","volume":"195 ","pages":"Article 105969"},"PeriodicalIF":2.1000,"publicationDate":"2024-11-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Systems & Control Letters","FirstCategoryId":"94","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0167691124002573","RegionNum":3,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"AUTOMATION & CONTROL SYSTEMS","Score":null,"Total":0}
引用次数: 0
Abstract
This paper presents novel advancements in the analysis and control of stochastic systems with time-varying delays, focusing on the concept of finite-time stability. Firstly, a new kind of generalized Halanay inequality is established. With this crucial approach, two essential stochastic Lyapunov theorems on the finite-time stability in probability of stochastic delay systems with bounded time delays and unbounded time delays, respectively, are derived. In addition, upper bound estimate for the stochastic settling time is given. Furthermore, a type of nonlinear stochastic delay systems is investigated and a delay-independent controller is proposed to achieve finite-time stability in probability. The effectiveness of the results is demonstrated through two illustrative examples.
期刊介绍:
Founded in 1981 by two of the pre-eminent control theorists, Roger Brockett and Jan Willems, Systems & Control Letters is one of the leading journals in the field of control theory. The aim of the journal is to allow dissemination of relatively concise but highly original contributions whose high initial quality enables a relatively rapid review process. All aspects of the fields of systems and control are covered, especially mathematically-oriented and theoretical papers that have a clear relevance to engineering, physical and biological sciences, and even economics. Application-oriented papers with sophisticated and rigorous mathematical elements are also welcome.