IJPAM: Volume 118, No. 3 (2018)

Title

EXPONENTIAL MEAN SQUARE STABILITY OF STOCHASTIC
SYSTEMS WITH INTERVAL TIME-VARYING DELAYS

Authors

Nut Khuttiyamart$^1$, Warisa Yomsatieankul$^2$, Usa Humphries$^3$,
Pramet Kaewmesri$^4$
$^{1,2,3,4}$Department of Matermatics
Faculty of Science
King Monkut's University of Technology Thonburi (KMUTT)
126 Pracha-Uthit Road, Bang mod, Thung khru
Bangkok, 10140, THAILAND

Abstract

This paper is concerned with mean square exponential stability of stochastic systems with interval time-varying delays. The time delay is any continuous function belonging to a given interval. By constructing a suitable augmented Lyapunov-Krasovskii functional combined with Leibniz-Newton's formula, new delay-dependent sufficient conditions for the mean square exponential stability of the stochastic systems are first established in terms of LMIs. Numerical example is given to show the effectiveness of the obtained results.

History

Received: June 9, 2017
Revised: January 22, 2018
Published: April 10, 2018

AMS Classification, Key Words

AMS Subject Classification: 15A09, 52A10, 74M05, 93D05
Key Words and Phrases: mean square exponential stability, stochastic systems, interval delay, Lyapunov function, linear matrix inequalities

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How to Cite?

DOI: 10.12732/ijpam.v118i3.6 How to cite this paper?

Source: International Journal of Pure and Applied Mathematics
ISSN printed version: 1311-8080
ISSN on-line version: 1314-3395
Year: 2018
Volume: 118
Issue: 3
Pages: 559 - 571


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