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| Received:May 10, 2005Revised:March 31, 2006 |
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| On stabilization for a class of nonlinear stochastic time-delay systems:a matrix inequality approach |
| Weihai ZHANG, Xuezhen LIU, Shulan KONG, Qinghua LI |
| (College of Information and Electrical Engineering, Shandong University of Science and Technology, Qingdao Shandong 266510, China; School of Electronic Information and Control Engineering, Shandong Institute of Light Industry, Jinan Shandong 250100, China; School of Mathematics Sciences, Qufu Normal University, Qufu Shandong 273165, China) |
| Abstract: |
| This paper treats the feedback stabilization of nonlinear stochastic time-delay systems with state and control-dependent noise. Some locally (globally) robustly stabilizable conditions are given in terms of matrix inequalities that are independent of the delay size. When it is applied to linear stochastic time-delay systems, sufficient conditions for the state-feedback stabilization are presented via linear matrix inequalities. Several previous results are extended to more general systems with both state and control-dependent noise, and easy computation algorithms are also eiven. |
| Key words: Nonlinear stochastic systems Linear matrix inequality Asymptotic stability in probability Time-delay systems |
