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The problem of delay-dependent H∞ filtering for uncertain stochastic time-delay systems with norm-bounded uncertainties is investigated in this paper. By introducing an additional vector, a new integral inequality in the stochastic setting is established. Based on this new inequality and free-weighting matrix technique, a delay-dependent sufficient condition for the existence of an H∞ filter for uncertain...
This paper investigates robust asymptotic mean-square stability for uncertain stochastic delay systems with Markovian switching. Two types of parametric uncertainties are considered, i.e. Lipschitz nonlinear uncertainties and norm-bounded uncertainties. Based on introducing an auxiliary vector, an integral inequality in stochastic context is obtained. By this stochastic integral inequality, delay-dependent...
This paper investigates stability analysis for linear systems with Markovian jumping parameters and state delays. Based on delay subinterval decomposition approach, a new Lyapunov-Krasovskii functional is proposed to develop the delay-dependent stochastic stability conditions for both nominal and uncertain time-delay Markovian systems. The results are formulated in terms of linear matrix inequalities...
This paper investigates the problem of robust stochastic exponential control for a class of uncertain Ito-type stochastic Lurie systems with time delays. Based on Lyapunov-Krasovskii approach, a sufficient condition for the existence of a linear memoryless state feedback controller is formulated in terms of a linear matrix inequality (LMI). For all admissible parametric uncertainties, the desired...
This paper discusses the issue of delay-dependent robust stability for uncertain linear systems with time-varying delays and norm-bounded uncertainties. A new sufficient condition is obtained by employing a Lyapunov-Krasovskii functional (LKF). This LKF considers the cross terms between x(s) and x(s) in both single and double integrals. Both model transformation and estimating techniques for cross...
The delay-dependent exponential stability for uncertain time-delay systems is investigated based on two new integral inequalities in this paper. The uncertainties in system matrices are assumed to be norm-bounded. In terms of linear matrix inequalities (LMIs), newly sufficient stability conditions without involving model transformation and bounding techniques for cross terms are proposed. Two numerical...
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