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- Title
On Robust Exponential Stability for Grey Stochastic Time-Delay Systems.
- Authors
Jian Wang
- Abstract
In this paper, we mainly investigate the stability problem for a class of grey stochastic systems with time delays. The parameters of system are evaluated by grey numbers. Firstly, we construct a suitable Lyapunov-Krasovskii functional. Then, by using Itô's differential formulation and decomposition technique, some sufficient conditions are derived to ensure the grey system in the mean-square exponential stability and almost surely exponential stability. Finally, an example to illustrative the effectiveness of main results is also given.
- Subjects
STOCHASTIC analysis; LYAPUNOV functions; MEAN square algorithms; STABILITY theory; MATHEMATICAL formulas
- Publication
IAENG International Journal of Applied Mathematics, 2016, Vol 46, Issue 4, p473
- ISSN
1992-9978
- Publication type
Article