具有Markov跳的时滞中立系统的均方指数稳定

Exponential stability in mean-square of Markovian jump stochastic neutral systems with time delays

文章研究了带有Markov跳的随机中立系统的均方指数稳定性问题,考虑带有Markov跳的中立系统,并同时考虑了系统具有时滞及非线性干扰。该模型中所考虑的状态时滞和分布时滞依赖于Markov跳,所考虑的Markov跳是具有连续的时间和连续状态的Markov过程;基于Lyapunov-Krasovskii理论,利用积分不等式的方法,得到带有Markov跳的时滞中立系统均方指数稳定的充分条件;数值例子说明了该方法的有效性。

The problem of exponential stability in mean-square of a class of Markovian jump stochastic neutral system with distributed delays and nonlinear perturbation is studied. The Markovian jump is regarded as a Markovian process with continuous time and state and the state and distributed delays are related to Markovian jump. Based on a new Lyapunov-Krasovskii functional and stochastic analy- sis, the sufficient condition for exponential stability in mean-square of Markovian jump neutral system with time delays is derived by using some integral inequalities. A numerical example shows that the method is effective.