A note on pth moment exponential stability of stochastic delay differential equations with Markovian switching
- Resource Type
- Conference
- Authors
- Wei, Zhangzhi; Wu, Zheng; Hu, Ling; Wang, Lianglong
- Source
- 2017 32nd Youth Academic Annual Conference of Chinese Association of Automation (YAC) Automation (YAC), 2017 32nd Youth Academic Annual Conference of Chinese Association of. :650-652 May, 2017
- Subject
- Aerospace
Communication, Networking and Broadcast Technologies
Components, Circuits, Devices and Systems
Computing and Processing
Power, Energy and Industry Applications
Robotics and Control Systems
Signal Processing and Analysis
Transportation
Control theory
Differential equations
Switches
Delays
Linear matrix inequalities
Stability criteria
pth moment stability
Matrix inequality
delay
Generalized Itô formula
Markovian switching
- Language
In this paper, we will develop pth moment stability criteria for stochastic delay differential equation with Markovian switching. A new sufficient condition is derived to guarantee the pth moment stability by matrix inequality technique and Lyapunov-Krasovskii functional. The result extend the Theorem 7.23 in Mao [1].