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不确定中立型线性随机时滞系统的鲁棒稳定性

江明辉 沈轶 廖晓昕

江明辉, 沈轶, 廖晓昕. 不确定中立型线性随机时滞系统的鲁棒稳定性[J]. 应用数学和力学, 2007, 28(6): 741-748.
引用本文: 江明辉, 沈轶, 廖晓昕. 不确定中立型线性随机时滞系统的鲁棒稳定性[J]. 应用数学和力学, 2007, 28(6): 741-748.
JIANG Ming-hui, SHEN Yi, LIAO Xiao-xin. Robust Stability of Uncertain Neutral Linear Stochastic Differential Delay Systems[J]. Applied Mathematics and Mechanics, 2007, 28(6): 741-748.
Citation: JIANG Ming-hui, SHEN Yi, LIAO Xiao-xin. Robust Stability of Uncertain Neutral Linear Stochastic Differential Delay Systems[J]. Applied Mathematics and Mechanics, 2007, 28(6): 741-748.

不确定中立型线性随机时滞系统的鲁棒稳定性

基金项目: 国家自然科学基金资助项目(60574025);湖北省自然科学基金资助项目(2004ABA055);湖北省教育厅科研资助项目(D200613002)
详细信息
    作者简介:

    江明辉(1968- ),男,湖北宜昌人,教授,博士(联系人.Tel:+86-717-6392094;Fax:+86-717-6392370;E-mail:jhxsdez@ctgu.edu.cn).

  • 中图分类号: TP183

Robust Stability of Uncertain Neutral Linear Stochastic Differential Delay Systems

  • 摘要: 建立了中立型随机微分时滞方程的LaSalle不变原理,然后应用LaSalle不变原理讨论了不确定中立型随机时滞系统的随机渐近稳定和几乎必然指数稳定的代数判据, 同时给出示例说明结果的有效性.
  • [1] Rubanik V P.Oscillations of Quasilinear Systems With Retardation[M].Moscow:Nauka,1969, 2-3.
    [2] Mao X,Selfridge C.Stability of stochastic interval systems with time delays[J].Systems and Control Letters,2001,42(3):279-290. doi: 10.1016/S0167-6911(00)00103-1
    [3] Mao X.Robustness of stability of nonlinear systems with stochastic delay perturbations[J].Systems and Control Letters,1992,19(4):391-400. doi: 10.1016/0167-6911(92)90089-B
    [4] Karatzas I,Shreve S E.Brownian Motion and Stochastic Calculus[M].Berlin: Springer Verlag,1991, 55-56.
    [5] Mao X.Exponential Stability of Stochastic Differential Equations[M].London: Marcel Dekker, 1994, 123-124.
    [6] Mao X.Stochastic Differential Equations and Applications[M].London: Horwood, 1997, 84-85.
    [7] 邓飞其, 陈金堂, 刘永清.多模态It随机系统的均方稳定性与鲁棒镇定[J].控制理论与应用,2000,17(4):569-572.
    [8] Mao X.Asymptotic properties of neutral stochastic differential delay equations[J].Stochastic and Stochastic Reports,2000,68(3):273-295.
    [9] Mao X.LaSalle-type theorems for stochastic differential delay equations [J].J Math Anal Appl,1999,236(3):350-369. doi: 10.1006/jmaa.1999.6435
    [10] Mao X.Stochastic versions of the LaSalle-type theorem[J].Differential Equations,1999,153(2):175-195. doi: 10.1006/jdeq.1998.3552
    [11] Tocino A, Ardanuy R.Runge-Kutta methods for numerical solution of stochastic differential equations[J].Journal of Computational and Applied Mathematics,2002,138(2):219-241. doi: 10.1016/S0377-0427(01)00380-6
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出版历程
  • 收稿日期:  2003-10-09
  • 修回日期:  2007-04-03
  • 刊出日期:  2007-06-15

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