Almost surely exponential stability of semi‐Markovian switched singular stochastic systems with mode‐dependent ranks

2021 ◽  
Author(s):  
Zenghui Hu ◽  
Xiaowu Mu
Keyword(s):  
Exponential Stability ◽  
Stochastic Systems ◽  
Singular Stochastic Systems ◽  
Almost Surely Exponential Stability

scholarly journals Stability analysis of stochastic delay differential equations with Markovian switching driven by L${\acute{e}}$vy noise

2021 ◽  
Vol 0 (0) ◽  
pp. 0
Author(s):  
Yanqiang Chang ◽  
Huabin Chen
Keyword(s):  
Stability Analysis ◽  
Differential Equations ◽  
Exponential Stability ◽  
Delay Differential Equations ◽  
Existence And Uniqueness ◽  
Markovian Switching ◽  
Stochastic Delay Differential Equations ◽  
Stochastic Delay ◽  
Almost Surely Exponential Stability ◽  
Delay Differential

<p style='text-indent:20px;'>In this paper, the existence and uniquenesss, stability analysis for stochastic delay differential equations with Markovian switching driven by L<inline-formula><tex-math id="M1">\begin{document}$ \acute{e} $\end{document}</tex-math></inline-formula>vy noise are studied. The existence and uniqueness of such equations is simply shown by using the Picard iterative methodology. By using the generalized integral, the Lyapunov-Krasovskii function and the theory of stochastic analysis, the exponential stability in <inline-formula><tex-math id="M2">\begin{document}$ p $\end{document}</tex-math></inline-formula>th(<inline-formula><tex-math id="M3">\begin{document}$ p\geq2 $\end{document}</tex-math></inline-formula>) for stochastic delay differential equations with Markovian switching driven by L<inline-formula><tex-math id="M4">\begin{document}$ \acute{e} $\end{document}</tex-math></inline-formula>vy noise is firstly investigated. The almost surely exponential stability is also applied. Finally, an example is provided to verify our results derived.</p>

ℌ∞ control for singular stochastic systems

2013 ◽  
Author(s):  
Asma Barbata ◽  
Michel Zasadzinski ◽  
Harouna Souley Ali ◽  
Hassani Messaoud
Keyword(s):  
Stochastic Systems ◽  
Singular Stochastic Systems

Exponential stability for nonlinear hybrid stochastic systems with time varying delays of neutral type

2020 ◽  
Vol 107 ◽  
pp. 106468
Author(s):  
Lichao Feng ◽  
Zhihui Wu ◽  
Jinde Cao ◽  
Shiqiu Zheng ◽  
Fuad E. Alsaadi
Keyword(s):  
Exponential Stability ◽  
Stochastic Systems ◽  
Neutral Type ◽  
Time Varying ◽  
Hybrid Stochastic Systems ◽  
Nonlinear Hybrid

Almost Sure Practical Exponential Stability of Nonlinear Disturbed Stochastic Systems with Guaranteed Decay Rate

2017 ◽  
Vol 19 (6) ◽  
pp. 1954-1965
Author(s):  
Asma Barbata ◽  
Michel Zasadzinski ◽  
Ridha Chatbouri ◽  
Harouna Souley Ali ◽  
Hassani Messaoud
Keyword(s):  
Exponential Stability ◽  
Decay Rate ◽  
Stochastic Systems

scholarly journals Stability Analysis and RobustH∞Control of Switched Stochastic Systems with Time-Varying Delay

2012 ◽  
Vol 2012 ◽  
pp. 1-17 ◽  
Author(s):  
Zhengrong Xiang ◽  
Guoxin Chen
Keyword(s):  
Exponential Stability ◽  
Stochastic Systems ◽  
Average Dwell Time ◽  
Linear Matrix ◽  
Time Varying ◽  
Mean Square ◽  
Time Varying Delay ◽  
Switched Stochastic Systems ◽  
Mean Square Exponential Stability ◽  
Varying Delay

The problems of mean-square exponential stability and robustH∞control of switched stochastic systems with time-varying delay are investigated in this paper. Based on the average dwell time method and Gronwall-Bellman inequality, a new mean-square exponential stability criterion of such system is derived in terms of linear matrix inequalities (LMIs). Then,H∞performance is studied and robustH∞controller is designed. Finally, a numerical example is given to illustrate the effectiveness of the proposed approach.

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