Delay-dependent exponential stability criteria for stochastic systems with polytopic-type uncertainties

in Journal of Control Theory and Applications (2009), 7(3), 291-296

This paper considers the problem of delay-dependent exponential stability in mean square for continuous-time linear stochastic systems with polytopic-type uncertainties and time-varying delay. Based on ... [more ▼]

This paper considers the problem of delay-dependent exponential stability in mean square for continuous-time linear stochastic systems with polytopic-type uncertainties and time-varying delay. Based on linear matrix inequalities (LMIs), applying the descriptor model transformation and introducing free weighting matrices, a new type of Lyapunov-Krasovskii functional is constructed and some new delay-dependent and delay-independent exponential stability criteria are respectively obtained. The results include the delay-independent/rate-dependent and delay-dependent/rate-independent exponential stability criteria. The new criteria are less conservative than existing ones. Numerical examples demonstrate the new criteria are effective and are an improvement over existing ones. [less ▲]

H∞ Filtering of 2-D FM LSS Model with State Delays

in The 27th Chinese Control Conference (2008)

In this paper, we deal with H∞ filtering problem for a class of two-dimensional (2-D) discrete time-invariant systems with state delays described by local state-space (LSS) Fornasini-Marchesini (FM ... [more ▼]

In this paper, we deal with H∞ filtering problem for a class of two-dimensional (2-D) discrete time-invariant systems with state delays described by local state-space (LSS) Fornasini-Marchesini (FM) second model. Based on the bounded real lemma of 2-D state-delayed systems, H∞ filtering design is developed, such that the filtering error system is asymptotically stable and has H∞ performance via LMIs’ feasibility. Furthermore, the minimum H∞ norm bound can be obtained by solving a linear objective optimization problem. A numerical example is given to demonstrate the effectiveness and advantage of our result. [less ▲]