时滞不确定性Markov切换线性随机微分系统的指数鲁棒稳定性

Robust Exponential Stability for Uncertain Stochastic Linear Systems with Markovian switching and Time Delay

研究了一类时滞不确定性Markov切换随机微分系统的均方指数鲁棒随机稳定性．系统中的时滞是时变的,不确定项结构为范数有界,Markov切换是连续时间、离散状态的时齐Markov过程．利用随机Lyapunov函数方法和LMI技术,得到了几个判定系统均方指数鲁棒随机稳定性的充分性条件．一个数值例子说明了判据的有效性和可行性．

In this paper, we investigate the robust stochastic stability for a class of continuous timevarying delay uncertain systems with .Markovian switching. The Markovian switching considered here forms a continuous-time discrete-time homogeneous Markov process. In terms of stochastic Lyapunov function method and linear matrix inequality, sufficient criterion for testing the robust stochastic stability of systems are proposed respectively, Finally, a numerical example is given to illustrate the effectiveness of the proposed method.