NDLI: Exponential stability of infinite dimensional linear stochastic systems with time delay

Content Provider	IEEE Xplore Digital Library
Author	Dai Xisheng Deng Feiqi Luo Wenguang
Copyright Year	2011
Description	Author affiliation: School of Automatic Science and Engineering, South China University of Technology, Guangzhou 510640, China (Deng Feiqi) \|\| Department of Electronic Information and Control Engineering, Guangxi University of Technology, Liuzhou 545006, China (Dai Xisheng; Luo Wenguang)
Abstract	In this paper, exponential stability of infinite dimensional stochastic systems with delay is considered. Firstly, we construct the suitable Lyapunov functions. And then sufficient conditions for exponential stability of infinite dimensional linear stochastic systems with delay are derived by using Itô formula and Poincaré inequality in partial differential equations. The conditions are formulated as linear operator inequality, where the decision variables are operators. Finally, being applied to a heat equations and to a wave equations, these conditions are reduced to standard Linear Matrix Inequalities.
Starting Page	1407
Ending Page	1412
File Size	146431
Page Count	6
File Format	PDF
ISBN	9781457706776
ISSN	21612927
e-ISBN	9789881725592
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2011-07-22
Publisher Place	China
Access Restriction	Subscribed
Rights Holder	Chinese Assoc of Automati
Subject Keyword	Stability Stochastic systems Propagation Delay effects Stochastic processes Stability analysis Itô Formula Linear Operator Inequality (LOI) Delay Equations Infinite Dimensional Stochastic Systems
Content Type	Text
Resource Type	Article

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