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Type: Journal article
Title: Exponential stability for neutral stochastic Markov systems with time-varying delay and its applications
Author: Chen, H.
Shi, P.
Lim, C.
Hu, P.
Citation: IEEE Transactions on Cybernetics, 2016; 46(6):1350-1362
Publisher: Institute of Electrical and Electronics Engineers
Issue Date: 2016
ISSN: 2168-2275
Statement of
Huabin Chen, Peng Shi, Fellow, Cheng-Chew Lim, and Peng Hu
Abstract: In this paper, the exponential stability in pth( p > 1)-moment for neutral stochastic Markov systems with time-varying delay is studied. The derived stability conditions comprise two forms: 1) the delay-independent stability criteria which are obtained by establishing an integral inequality and 2) the delay-dependent stability criteria which are captured by using the theory of the functional differential equations. As its applications, the obtained stability results are used to investigate the exponential stability in pth( p > 1)-moment for the neutral stochastic neural networks with time-varying delay and Markov switching, and the globally exponential adaptive synchronization for the neutral stochastic complex dynamical systems with time-varying delay and Markov switching, respectively. On the delay-independent criteria, sufficient conditions are given in terms of M-matrix and thus are easy to check. The delaydependent criteria are presented in the forms of the algebraic inequalities, and the least upper bound of the time-varying delay is also provided. The primary advantages of these obtained results over some recent and similar works are that the differentiability or continuity of the delay function is not required, and that the difficulty stemming from the presence of the neutral item and the Markov switching is overcome. Three numerical examples are provided to examine the effectiveness and potential of the theoretic results obtained.
Keywords: Exponential adaptive synchronization; exponential stability; Markov switching; neutral stochastic systems; time-varying delay
Rights: © 2015 IEEE. Personal use is permitted, but republication/redistribution requires IEEE permission.
DOI: 10.1109/TCYB.2015.2442274
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Electrical and Electronic Engineering publications

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