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含有非线性扰动的时滞随机微分系统的鲁棒均方稳定性

Robust Mean Square Stability for Stochastic Differential Delay Systems with Nonlinear Perturbation
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摘要 研究一类含有非线性扰动的多时变时滞随机微分系统在有记忆状态的反馈控制器下的鲁棒均方稳定性问题.通过构造Lyapunov-Krasovskii泛函,运用Ito公式,引入适当的自由权矩阵,利用积分不等式和分析技巧,基于线性不等式(LMI)方法和Schur补定理,获得含该系统的鲁棒均方渐近稳定和鲁棒均方指数稳定,并给出了相应反馈控制器设计.所得结果与时滞和随机干扰相关,丰富了已有的结果. This paper is concerned with the robust mean square stability for stochastic di erentialsystems with multiple time-varying delays and nonlinear perturbation in memory statefeedback controller.By establishing a Lyapunov-Krasovskii functional,using the Ito formula,introducing appropriate free-weighting matrices,making use of an integral inequality and ananalytical technique,based on the linear matrix inequality(LMI)and Schur complement theorem,the robust mean square asymptotically stability and the robust mean square exponentiallystability for the system are obtained.In addition,the corresponding state feedback controllersare constructed.The results are dependent on delays and stochastic perturbation,and extendthe existing results.
作者 柴双龙 李树勇 CHAI Shuang-long;LI Shu-yong(School of Mathematics and Physics, Mianyang Teachers College, Mianyang 621050)
出处 《工程数学学报》 CSCD 北大核心 2017年第4期393-408,共16页 Chinese Journal of Engineering Mathematics
基金 国家自然科学基金(11271270)~~
关键词 非线性扰动 时滞随机微分系统 反馈控制 线性矩阵不等式 鲁棒均方稳定 nonlinear perturbation stochastic differential system with delays feedback control linear matrix inequality (LMI) robust mean square stability
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