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New Results on Robust Stability and Stabilization of Linear Discrete‐Time Stochastic Systems with Convex Polytopic Uncertainties

Author

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  • P. Niamsup
  • G. Rajchakit

Abstract

This paper addresses the robust stability for a class of linear discrete‐time stochastic systems with convex polytopic uncertainties. The system to be considered is subject to both interval time‐varying delays and convex polytopic type uncertainties. Based on the augmented parameter‐dependent Lyapunov‐Krasovskii functional, new delay‐dependent conditions for the robust stability are established in terms of linear matrix inequalities. An application to robust stabilization of linear discrete‐time stochastic control systems is given. Numerical examples are included to illustrate the effectiveness of our results.

Suggested Citation

  • P. Niamsup & G. Rajchakit, 2013. "New Results on Robust Stability and Stabilization of Linear Discrete‐Time Stochastic Systems with Convex Polytopic Uncertainties," Journal of Applied Mathematics, John Wiley & Sons, vol. 2013(1).
    • Handle: RePEc:wly:jnljam:v:2013:y:2013:i:1:n:368259
    DOI: 10.1155/2013/368259
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    References listed on IDEAS

    as
    1. Manlika Rajchakit & Grienggrai Rajchakit, 2012. "Mean Square Exponential Stability of Stochastic Switched System with Interval Time‐Varying Delays," Abstract and Applied Analysis, John Wiley & Sons, vol. 2012(1).
    2. Manlika Rajchakit & Grienggrai Rajchakit, 2012. "Mean Square Exponential Stability of Stochastic Switched System with Interval Time-Varying Delays," Abstract and Applied Analysis, Hindawi, vol. 2012, pages 1-12, June.
    3. M. De la Sen, 2009. "On the Characterization of Hankel and Toeplitz Operators Describing Switched Linear Dynamic Systems with Point Delays," Abstract and Applied Analysis, Hindawi, vol. 2009, pages 1-34, August.
    4. M. De la Sen, 2009. "On the Characterization of Hankel and Toeplitz Operators Describing Switched Linear Dynamic Systems with Point Delays," Abstract and Applied Analysis, John Wiley & Sons, vol. 2009(1).
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