Stability Analysis and Robust H∞ Control of Switched Stochastic Systems with Time-Varying Delay

The problems of mean-square exponential stability and robust H∞ 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 d...

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Bibliographic Details
Main Authors: Zhengrong Xiang, Guoxin Chen
Format: Article
Language:English
Published: Wiley 2012-01-01
Series:Journal of Applied Mathematics
Online Access:http://dx.doi.org/10.1155/2012/202916
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Summary:The problems of mean-square exponential stability and robust H∞ 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 robust H∞ controller is designed. Finally, a numerical example is given to illustrate the effectiveness of the proposed approach.
ISSN:1110-757X
1687-0042