New Results on Robust Stability and Stabilization of Linear Discrete-Time Stochastic Systems with Convex Polytopic Uncertainties
This paper addresses the robust stability for a class of linear discrete-time stochastic systems with convex polytopic uncertainties. The system to be considered is subject to both interval time-varying delays and convex polytopic type uncertainties. Based on the augmented parameter-dependent Lyapun...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2013-01-01
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| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2013/368259 |
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| _version_ | 1832564288425820160 |
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| author | P. Niamsup G. Rajchakit |
| author_facet | P. Niamsup G. Rajchakit |
| author_sort | P. Niamsup |
| collection | DOAJ |
| description | This paper addresses the robust stability for a class of linear discrete-time stochastic systems with convex polytopic uncertainties. The system to be considered is subject to both interval time-varying delays and convex polytopic type uncertainties. Based on the augmented parameter-dependent Lyapunov-Krasovskii functional, new delay-dependent conditions for the robust stability are established in terms of linear matrix inequalities. An application to robust stabilization of linear discrete-time stochastic control systems is given. Numerical examples are included to illustrate the effectiveness of our results. |
| format | Article |
| id | doaj-art-b2dfacc2dbb54537b2787b95f9f364ba |
| institution | Kabale University |
| issn | 1110-757X 1687-0042 |
| language | English |
| publishDate | 2013-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Journal of Applied Mathematics |
| spelling | doaj-art-b2dfacc2dbb54537b2787b95f9f364ba2025-02-03T01:11:20ZengWileyJournal of Applied Mathematics1110-757X1687-00422013-01-01201310.1155/2013/368259368259New Results on Robust Stability and Stabilization of Linear Discrete-Time Stochastic Systems with Convex Polytopic UncertaintiesP. Niamsup0G. Rajchakit1Department of Mathematics, Faculty of Science, Chiang Mai University, Chiangmai 50200, ThailandDivision of Mathematics and Statistics, Faculty of Science, Maejo University, Chiangmai 50290, ThailandThis paper addresses the robust stability for a class of linear discrete-time stochastic systems with convex polytopic uncertainties. The system to be considered is subject to both interval time-varying delays and convex polytopic type uncertainties. Based on the augmented parameter-dependent Lyapunov-Krasovskii functional, new delay-dependent conditions for the robust stability are established in terms of linear matrix inequalities. An application to robust stabilization of linear discrete-time stochastic control systems is given. Numerical examples are included to illustrate the effectiveness of our results.http://dx.doi.org/10.1155/2013/368259 |
| spellingShingle | P. Niamsup G. Rajchakit New Results on Robust Stability and Stabilization of Linear Discrete-Time Stochastic Systems with Convex Polytopic Uncertainties Journal of Applied Mathematics |
| title | New Results on Robust Stability and Stabilization of Linear Discrete-Time Stochastic Systems with Convex Polytopic Uncertainties |
| title_full | New Results on Robust Stability and Stabilization of Linear Discrete-Time Stochastic Systems with Convex Polytopic Uncertainties |
| title_fullStr | New Results on Robust Stability and Stabilization of Linear Discrete-Time Stochastic Systems with Convex Polytopic Uncertainties |
| title_full_unstemmed | New Results on Robust Stability and Stabilization of Linear Discrete-Time Stochastic Systems with Convex Polytopic Uncertainties |
| title_short | New Results on Robust Stability and Stabilization of Linear Discrete-Time Stochastic Systems with Convex Polytopic Uncertainties |
| title_sort | new results on robust stability and stabilization of linear discrete time stochastic systems with convex polytopic uncertainties |
| url | http://dx.doi.org/10.1155/2013/368259 |
| work_keys_str_mv | AT pniamsup newresultsonrobuststabilityandstabilizationoflineardiscretetimestochasticsystemswithconvexpolytopicuncertainties AT grajchakit newresultsonrobuststabilityandstabilizationoflineardiscretetimestochasticsystemswithconvexpolytopicuncertainties |