H∞ analysis of nonlinear stochastic time-delay systems

Huisheng Shu and Guoliang Wei

Chaos, Solitons & Fractals, 2005, vol. 26, issue 2, 637-647

Abstract: In this paper, the H∞ analysis problem is studied for a general class of nonlinear stochastic systems with time-delay. The stochastic systems are described in terms of stochastic functional differential equations. The Razumikhin-type lemma is employed to establish sufficient conditions for the time-delay stochastic systems to be internally stable, and the H∞ analysis problem is studied in order to quantify the disturbance rejection attenuation level of the nonlinear stochastic time-delay system. In particular, the paper obtains the general conditions under which the L2 gain of the system is less than or equal to a given constant. Some easy-to-test criteria are also given so as to determine whether the nonlinear stochastic time-delay system under investigation is internally stable and whether it achieves certain H∞ performance index. Finally, illustrative examples are provided to show the usefulness of the proposed theory.

Date: 2005
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Citations: View citations in EconPapers (5)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:chsofr:v:26:y:2005:i:2:p:637-647

DOI: 10.1016/j.chaos.2005.01.025

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