Mean square stochastic stability of linear time-delay system with Markovian jumping parameters

Mean square stochastic stability of linear time-delay system with Markovian jumping parameters

This paper deals with the mean square stochastic stability of the class of linear time-delay systems with Markovian jumping parameters. A delay-independent sufficient condition for checking the stochastic stability of this class of systems is established. A numerical example is given to show the use...

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Veröffentlicht in:IEEE transactions on automatic control 1998-10, Vol.43 (10), p.1456-1460
Hauptverfasser: Benjelloun, K., Boukas, E.K.
Format: Artikel
Sprache:eng
Schlagworte:
Applied sciences
Computer science
control theory
systems
Control theory. Systems
Delay effects
Delay systems
Eigenvalues and eigenfunctions
Exact sciences and technology
Markov processes
Nonlinear systems
Polynomials
Stability
Stochastic processes
Stochastic systems
Sufficient conditions
System theory
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Beschreibung
Zusammenfassung:This paper deals with the mean square stochastic stability of the class of linear time-delay systems with Markovian jumping parameters. A delay-independent sufficient condition for checking the stochastic stability of this class of systems is established. A numerical example is given to show the usefulness of the proposed theoretical results.
ISSN:0018-9286
1558-2523
DOI:10.1109/9.720508