New results on delay-dependent stability analysis and stabilization for stochastic time-delay systems

• DOI: 10.1002/rnc.3008
• Publication Date: 2013-04-25T11:45:39Z
• Authors: Bo Song; Ju H. Park; Zheng-Guang Wu; Xuchao Li
• Keywords: 0209 industrial biotechnology; 02 engineering and technology

This paper investigates the problems of stability analysis and stabilization for stochastic time-delay systems. Firstly, this uses martingale theory to investigate expectations cross terms containing Itô integral. On basis this, an improved delay-dependent criterion is derived delay In derivation process, mathematical development avoids bounding terms, neither model transformation method nor free-weighting-matrix used. Thus, leads a simple shows less conservatism. Secondly, on result, further proposes state-feedback controller that exponentially stabilizes system by strict LMI. Therefore, unlike previous results, it not necessary transform nonlinear matrix inequalities into LMIs cone complementarity linearization or parameter-tuning method, which always yield suboptimal solution. Finally, examples are provided demonstrate reduced conservatism proposed conditions.Copyright © 2013 John Wiley & Sons, Ltd.