Stochastic Stability Criteria for Neutral Distributed Parameter Systems with Markovian Jump

This paper deals with the problem of stochastic stability for a class of neutral distributed parameter systems with Markovian jump. In this model, we only need to know the absolute maximum of the state transition probability on the principal diagonal line; other transition rates can be completely un...

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Main Authors: Yanbo Li, Chao-Yang Chen, Chengqun Li
Format: Article
Language:English
Published: Wiley 2020-01-01
Series:Complexity
Online Access:http://dx.doi.org/10.1155/2020/9450786
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author Yanbo Li
Chao-Yang Chen
Chengqun Li
author_facet Yanbo Li
Chao-Yang Chen
Chengqun Li
author_sort Yanbo Li
collection DOAJ
description This paper deals with the problem of stochastic stability for a class of neutral distributed parameter systems with Markovian jump. In this model, we only need to know the absolute maximum of the state transition probability on the principal diagonal line; other transition rates can be completely unknown. Based on calculating the weak infinitesimal generator and combining Poincare inequality and Green formula, a stochastic stability criterion is given in terms of a set of linear matrix inequalities (LMIs) by the Schur complement lemma. Because of the existence of the neutral term, we need to construct Lyapunov functionals showing more complexity to handle the cross terms involving the Laplace operator. Finally, a numerical example is provided to support the validity of the mathematical results.
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id doaj-art-2d8831e5ea0c42138bb9e64f8e52df0f
institution Kabale University
issn 1076-2787
1099-0526
language English
publishDate 2020-01-01
publisher Wiley
record_format Article
series Complexity
spelling doaj-art-2d8831e5ea0c42138bb9e64f8e52df0f2025-02-03T05:59:35ZengWileyComplexity1076-27871099-05262020-01-01202010.1155/2020/94507869450786Stochastic Stability Criteria for Neutral Distributed Parameter Systems with Markovian JumpYanbo Li0Chao-Yang Chen1Chengqun Li2School of Information and Statistics, Guangxi University of Finance and Economics, Nanning 530001, ChinaSchool of Information and Electrical Engineering, Hunan University of Science and Technology, Xiangtan 411201, ChinaSchool of Information and Statistics, Guangxi University of Finance and Economics, Nanning 530001, ChinaThis paper deals with the problem of stochastic stability for a class of neutral distributed parameter systems with Markovian jump. In this model, we only need to know the absolute maximum of the state transition probability on the principal diagonal line; other transition rates can be completely unknown. Based on calculating the weak infinitesimal generator and combining Poincare inequality and Green formula, a stochastic stability criterion is given in terms of a set of linear matrix inequalities (LMIs) by the Schur complement lemma. Because of the existence of the neutral term, we need to construct Lyapunov functionals showing more complexity to handle the cross terms involving the Laplace operator. Finally, a numerical example is provided to support the validity of the mathematical results.http://dx.doi.org/10.1155/2020/9450786
spellingShingle Yanbo Li
Chao-Yang Chen
Chengqun Li
Stochastic Stability Criteria for Neutral Distributed Parameter Systems with Markovian Jump
Complexity
title Stochastic Stability Criteria for Neutral Distributed Parameter Systems with Markovian Jump
title_full Stochastic Stability Criteria for Neutral Distributed Parameter Systems with Markovian Jump
title_fullStr Stochastic Stability Criteria for Neutral Distributed Parameter Systems with Markovian Jump
title_full_unstemmed Stochastic Stability Criteria for Neutral Distributed Parameter Systems with Markovian Jump
title_short Stochastic Stability Criteria for Neutral Distributed Parameter Systems with Markovian Jump
title_sort stochastic stability criteria for neutral distributed parameter systems with markovian jump
url http://dx.doi.org/10.1155/2020/9450786
work_keys_str_mv AT yanboli stochasticstabilitycriteriaforneutraldistributedparametersystemswithmarkovianjump
AT chaoyangchen stochasticstabilitycriteriaforneutraldistributedparametersystemswithmarkovianjump
AT chengqunli stochasticstabilitycriteriaforneutraldistributedparametersystemswithmarkovianjump