New results on robust stability and stabilization of linear discrete-time stochastic systems with convex polytopic uncertainties

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 Lyapun...

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Bibliographic Details
Main Authors: P. Niamsup, G. Rajchakit
Format: Journal
Published: 2018
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Online Access:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84878637127&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/52753
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Institution: Chiang Mai University
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Summary: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. © 2013 P. Niamsup and G. Rajchakit.